Sparse Modeling Under Grouped Heterogeneity with an Application to Asset Pricing
收藏NBER2023-07-01 更新2025-01-04 收录
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https://www.nber.org/papers/w31424
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资源简介：
Sparse models, though long preferred and pursued by social scientists, can be ineffective or unstable relative to large models, for example, in economic predictions (Giannone et al., 2021). To achieve sparsity for economic interpretation while exploiting big data for superior empirical performance,
提供机构：
美国国家经济研究局
创建时间：
2023-07-01
