On LASSO for predictive regression
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Publication:2155298
DOI10.1016/j.jeconom.2021.02.002OpenAlexW3135829188MaRDI QIDQ2155298
Zhentao Shi, Zhan Gao, Ji Hyung Lee
Publication date: 15 July 2022
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1810.03140
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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