Information theoretic approach to high-dimensional multiplicative models : stochastic discount factor and treatment effect
Year of publication: |
2022
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Authors: | Qiu, Chen ; Otsu, Taisuke |
Published in: |
Quantitative economics : QE ; journal of the Econometric Society. - Oxford [u.a.] : Wiley, ISSN 1759-7331, ZDB-ID 2569569-1. - Vol. 13.2022, 1, p. 63-94
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Subject: | high-dimensional model | Information theoretic approach | stochastic discount factor | treatment effect | Theorie | Theory | Diskontierung | Discounting | CAPM | Stochastischer Prozess | Stochastic process |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3982/QE1603 [DOI] hdl:10419/296269 [Handle] |
Classification: | C12 - Hypothesis Testing ; C14 - Semiparametric and Nonparametric Methods |
Source: | ECONIS - Online Catalogue of the ZBW |
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