High-dimensional predictive regression in the presence of cointegration (Q2224889)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High-dimensional predictive regression in the presence of cointegration |
scientific article |
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High-dimensional predictive regression in the presence of cointegration (English)
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4 February 2021
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cointegration
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high-dimensional predictive regression
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Lasso
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return predictability
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