Detecting Unobserved Heterogeneity in Efficient Prices via Classifier-Lasso (Q6149863)
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scientific article; zbMATH DE number 7813299
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Detecting Unobserved Heterogeneity in Efficient Prices via Classifier-Lasso |
scientific article; zbMATH DE number 7813299 |
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Detecting Unobserved Heterogeneity in Efficient Prices via Classifier-Lasso (English)
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5 March 2024
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Classifier-Lasso
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efficient price
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informed trading
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panel error-correction model
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unobserved heterogeneity
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