On LASSO for Predictive Regression
JH Lee, Z Shi, Z Gao - arXiv preprint arXiv:1810.03140, 2018 - arxiv.org
Explanatory variables in a predictive regression typically exhibit low signal strength and
various degrees of persistence. Variable selection in such a context is of great importance …
various degrees of persistence. Variable selection in such a context is of great importance …
On LASSO for Predictive Regression
JH Lee, Z Shi, Z Gao - 2021 - ideas.repec.org
Explanatory variables in a predictive regression typically exhibit low signal strength and
various degrees of persistence. Variable selection in such a context is of great importance …
various degrees of persistence. Variable selection in such a context is of great importance …
On LASSO for Predictive Regression
JH Lee, Z Shi, Z Gao - Journal of Econometrics, 2022 - experts.illinois.edu
Explanatory variables in a predictive regression typically exhibit low signal strength and
various degrees of persistence. Variable selection in such a context is of great importance …
various degrees of persistence. Variable selection in such a context is of great importance …
On LASSO for Predictive Regression
JH Lee, Z Shi, Z Gao - arXiv e-prints, 2018 - ui.adsabs.harvard.edu
Explanatory variables in a predictive regression typically exhibit low signal strength and
various degrees of persistence. Variable selection in such a context is of great importance …
various degrees of persistence. Variable selection in such a context is of great importance …
On LASSO for Predictive Regression
JH Lee, Z Shi, Z Gao - 2021 - econpapers.repec.org
Explanatory variables in a predictive regression typically exhibit low signal strength and
various degrees of persistence. Variable selection in such a context is of great importance …
various degrees of persistence. Variable selection in such a context is of great importance …
[PDF][PDF] On LASSO for Predictive Regression
JH Leea, Z Shi, Z Gaoc - zhan-gao.github.io
Explanatory variables in a predictive regression typically exhibit low signal strength and
various degrees of persistence. Variable selection in such a context is of great importance …
various degrees of persistence. Variable selection in such a context is of great importance …
[PDF][PDF] On LASSO for Predictive Regression
JH Lee, Z Shi, Z Gao - researchgate.net
A typical predictive regression uses a multitude of potential regressors with various degrees
of persistence. Their signal strength is often low for explaining the dependent variable in …
of persistence. Their signal strength is often low for explaining the dependent variable in …
On LASSO for predictive regression
JH Lee, Z Shi, Z Gao - Journal of Econometrics, 2022 - ideas.repec.org
Explanatory variables in a predictive regression typically exhibit low signal strength and
various degrees of persistence. Variable selection in such a context is of great importance …
various degrees of persistence. Variable selection in such a context is of great importance …
On LASSO for predictive regression
JH Lee, Z Shi, Z Gao - Journal of Econometrics, 2022 - econpapers.repec.org
Explanatory variables in a predictive regression typically exhibit low signal strength and
various degrees of persistence. Variable selection in such a context is of great importance …
various degrees of persistence. Variable selection in such a context is of great importance …