Factor-adjusted regularized model selection

Document Details

Document Type
Pub Defense Publication
Publication Date
May 01, 2020
Source ID
10.1016/j.jeconom.2020.01.006

Entities

People

  • Jianqing Fan
  • Kaizheng Wang
  • Yuan Ke

Organizations

  • National Institutes of Health
  • National Science Foundation
  • Office of Naval Research