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Information
theoretic
approach
to high-dimensional multiplicative models: Stochastic discount factor and treatment effect
Qiu, Chen
;
Otsu, Taisuke
- In:
Quantitative Economics
13
(
2022
)
1
,
pp. 63-94
problems, and treatment effects. We propose to estimate the latent weight function by an
information
theoretic
approach
…
Persistent link: https://www.econbiz.de/10014537022
Saved in:
2
Information
theoretic
approach
to high-dimensional multiplicative models : stochastic discount factor and treatment effect
Qiu, Chen
;
Otsu, Taisuke
- In:
Quantitative economics : QE ; journal of the …
13
(
2022
)
1
,
pp. 63-94
problems, and treatment effects. We propose to estimate the latent weight function by an
information
theoretic
approach
…
Persistent link: https://www.econbiz.de/10012807732
Saved in:
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