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Time-Invariance Coefficients Tests with the Adaptive Multi-Factor Model

9 November 2020

Papers citing "Time-Invariance Coefficients Tests with the Adaptive Multi-Factor Model"

3 / 3 papers shown

Title
High-Dimensional Estimation, Basis Assets, and the Adaptive Multi-Factor Model Liao Zhu Sumanta Basu R. Jarrow M. Wells 61 23 0 23 Apr 2018
In Defense of the Indefensible: A Very Naive Approach to High-Dimensional Inference Sen Zhao Daniela Witten Ali Shojaie 82 58 0 16 May 2017
Strong rules for discarding predictors in lasso-type problems Robert Tibshirani Jacob Bien J. Friedman Trevor Hastie N. Simon Jonathan E. Taylor Robert Tibshirani 192 642 0 09 Nov 2010