Decision Sciences : Publications since January 2023
Belloni, Alexandre
- Belloni, A; Chen, M; Padilla, OHM; Wang, Z, HIGH-DIMENSIONAL LATENT PANEL QUANTILE REGRESSION WITH AN APPLICATION TO ASSET PRICING,
The Annals of Statistics, vol. 51 no. 1
(February, 2023),
pp. 96-121 [doi] [abs]