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Testing many zero restrictions in a high dimensional linear regression setting
Hill, Jonathan B.
- In:
Journal of business & economic statistics : JBES ; a …
43
(
2025
)
1
,
pp. 55-67
Persistent link: https://www.econbiz.de/10015533873
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Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality
Ghysels, Eric
;
Hill, Jonathan B.
;
Motegi, Kaiji
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 633-654
Persistent link: https://www.econbiz.de/10012483174
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