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  • Search: subject:"L2-boosting"
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Year of publication
Subject
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L2-boosting 3 Estimation theory 2 IV-Schätzung 2 Instrumental variables 2 Schätztheorie 2 CAPM 1 Capital market theory 1 Causality analysis 1 Closed-form estimator 1 Estimation 1 Hansen-Jagannathan distance 1 High-dimensional data 1 Induktive Statistik 1 Kapitalmarkttheorie 1 Kausalanalyse 1 Least absolute shrinkage and selection operator 1 Post-selection inference 1 Risikoprämie 1 Risk premium 1 Schätzung 1 Spatial cross-validation 1 Spatial regression models 1 Statistical inference 1 Statistical learning 1 Statistical test 1 Statistischer Test 1 Treatment effects 1 asset pricing tests 1 instrumental variables 1
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Online availability
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Free 2 Undetermined 1
Type of publication
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Article 3
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2 Article 1
Language
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English 3
Author
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Balzer, Michael 1 Kueck, Jannis 1 Luo, Ye 1 Lönn, Rasmus 1 Schotman, Peter C. 1 Spindler, Martin 1 Wang, Zigan 1
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Published in...
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Journal of econometrics 1 Journal of financial econometrics 1 Statistical Papers 1
Source
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ECONIS (ZBW) 2 EconStor 1
Showing 1 - 3 of 3
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Empirical asset pricing with many test assets
Lönn, Rasmus; Schotman, Peter C. - In: Journal of financial econometrics 22 (2024) 5, pp. 1236-1263
Persistent link: https://www.econbiz.de/10015338790
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Fast and scalable variable selection for spatial autoregressive models
Balzer, Michael - In: Statistical Papers 67 (2026) 2
well as L2-boosting while preserving theoretical properties and ensuring computational efficiency. Furthermore, a …
Persistent link: https://www.econbiz.de/10015617080
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Estimation and inference of treatment effects with L2-boosting in high-dimensional settings
Kueck, Jannis; Luo, Ye; Spindler, Martin; Wang, Zigan - In: Journal of econometrics 234 (2023) 2, pp. 714-731
Persistent link: https://www.econbiz.de/10014434364
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