Information theoretic approach to high‐dimensional multiplicative models: Stochastic discount factor and treatment effect

DOI10.3982/QE1603OpenAlexW4206317792MaRDI QIDQ5087321

Taisuke Otsu, Chen Qiu

Publication date: 11 July 2022

Published in: Quantitative Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/qe1603

zbMATH Keywords

high-dimensional modeltreatment effectstochastic discount factorinformation theoretic approach

Mathematics Subject Classification ID

Statistics (62-XX)

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