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Penetrating sporadic return predictability
Tu, Yundong
;
Xie, Xinling
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471472
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On LASSO for predictive regression
Lee, Ji Hyung
;
Shi, Zhentao
;
Gao, Zhan
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 322-349
Persistent link: https://www.econbiz.de/10013441886
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Select the valid and relevant moments : an information-based LASSO for GMM with many moments
Cheng, Xu
;
Liao, Zhipeng
- In:
Journal of econometrics
186
(
2015
)
2
,
pp. 443-464
Persistent link: https://www.econbiz.de/10011349446
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