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Implementing convex optimization in R : two econometric examples
Gao, Zhan; Shi, Zhentao - In: Computational economics 58 (2021) 4, pp. 1127-1135
Persistent link: https://www.econbiz.de/10012697892
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Three essays on high-dimensional model econometrics
Shi, Zhentao - 2014
Persistent link: https://www.econbiz.de/10012507749
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On LASSO for high dimensional predictive regression
Mei, Ziwei; Shi, Zhentao - In: Journal of econometrics 242 (2024) 2, pp. 1-19
Persistent link: https://www.econbiz.de/10015075221