Panel Data Nowcasting: The Case of Price-Earnings Ratios

5 July 2023

Papers citing "Panel Data Nowcasting: The Case of Price-Earnings Ratios"

3 / 3 papers shown

Title
Machine Learning Panel Data Regressions with Heavy-tailed Dependent Data: Theory and Application Andrii Babii Ryan T. Ball Eric Ghysels Jonas Striaukas 47 13 0 08 Aug 2020
High-Dimensional Granger Causality Tests with an Application to VIX and News Andrii Babii Eric Ghysels Jonas Striaukas 42 101 0 13 Dec 2019
On the "degrees of freedom" of the lasso H. Zou Trevor Hastie Robert Tibshirani 207 1,040 0 06 Dec 2007