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On LASSO for high dimensional predictive regression - MaRDI portal

On LASSO for high dimensional predictive regression

From MaRDI portal
Publication:6600010

DOI10.1016/j.jeconom.2024.105809MaRDI QIDQ6600010

Ziwei Mei, Zhentao Shi

Publication date: 6 September 2024

Published in: Journal of Econometrics (Search for Journal in Brave)









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