Detecting Unobserved Heterogeneity in Efficient Prices via Classifier-Lasso (Q6149863)

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scientific article; zbMATH DE number 7813299
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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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