On LASSO for High Dimensional Predictive Regression

Fuente: arXiv

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Bibliographic Details
Main Authors:	Mei, Ziwei, Shi, Zhentao
Format:	Preprint
Published:	2022
Subjects:	Econometrics Machine Learning
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2212.07052