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Ultrahigh dimensional precision matrix estimation via refitted cross validation
Wang, Luheng; Chen, Zhao; Wang, Christina Dan; Li, Runze - In: Journal of econometrics 215 (2020) 1, pp. 118-130
Persistent link: https://www.econbiz.de/10012439399
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Asset selection based on high frequency Sharpe ratio
Wang, Christina Dan; Chen, Zhao; Lian, Yimin; Chen, Min - In: Journal of econometrics 227 (2022) 1, pp. 168-188
Persistent link: https://www.econbiz.de/10013441645
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Hypothesis testing on high dimensional quantile regression
Chen, Zhao; Cheng, Vivian Xinyi; Liu, Xu - In: Journal of econometrics 238 (2024) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10015073776
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Reprint: hypothesis testing on high dimensional quantile regression
Chen, Zhao; Cheng, Vivian Xinyi; Liu, Xu - In: Journal of econometrics 239 (2024) 2, pp. 1-18
Persistent link: https://www.econbiz.de/10015074538