On LASSO for high dimensional predictive regression
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Publication:6600010
DOI10.1016/j.jeconom.2024.105809MaRDI QIDQ6600010
Publication date: 6 September 2024
Published in: Journal of Econometrics (Search for Journal in Brave)
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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