The factor-Lasso and K-step bootstrap approach for inference in high-dimensional economic applications
Year of publication: |
2019
|
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Authors: | Hansen, Christian Bailey ; Liao, Yuan |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 35.2019, 3, p. 465-509
|
Subject: | Bootstrap-Verfahren | Bootstrap approach | Induktive Statistik | Statistical inference | Theorie | Theory |
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