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Risk minimization for time series binary choice with variable selection
Jiang, Wenxin
;
Tanner, Martin A.
- In:
Econometric theory
26
(
2010
)
5
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pp. 1437-1452
Persistent link: https://www.econbiz.de/10008662662
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General inequalities for Gibbs posterior with nonadditive empirical risk
Li, Cheng
;
Jiang, Wenxin
;
Tanner, Martin A.
- In:
Econometric theory
30
(
2014
)
6
,
pp. 1247-1271
Persistent link: https://www.econbiz.de/10010502116
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The factor-Lasso and K-step bootstrap approach for inference in high-dimensional economic applications
Hansen, Christian Bailey
;
Liao, Yuan
- In:
Econometric theory
35
(
2019
)
3
,
pp. 465-509
Persistent link: https://www.econbiz.de/10012146146
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