Efficient two-step estimation via targeting (Q1676369)
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scientific article; zbMATH DE number 6803378
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Efficient two-step estimation via targeting |
scientific article; zbMATH DE number 6803378 |
Statements
Efficient two-step estimation via targeting (English)
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7 November 2017
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targeting
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penalization
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multivariate time series models
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asset pricing
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0.7774209976196289
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0.7485493421554565
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0.7360478043556213
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0.736047625541687
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0.7278161644935608
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