includes both factor regression and sparse regression as specific models but also significantly weakens the cross … asymptotic theory for the factoraugmented sparse regression model and demonstrated the validity of the multiplier bootstrap for …

includes both factor regression and sparse regression as specific models but also significantly weakens the cross … asymptotic theory for the factoraugmented sparse regression model and demonstrated the validity of the multiplier bootstrap for …

observations). The recently introduced principal component-guided sparse regression is employed. We reveal that economic policy …

observations). The recently introduced principal component-guided sparse regression is employed. We reveal that economic policy …