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Bayesian Factor-adjusted Sparse Regression - MaRDI portal

Bayesian Factor-adjusted Sparse Regression

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Publication:6316074

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DOI10.1016/J.JECONOM.2020.06.012arXiv1903.09741MaRDI QIDQ6316074

Bai Jiang, Qiang Sun, Jianqing Fan

Publication date: 22 March 2019

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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