Inference for High-Dimensional Local Projection

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Jiti Gao, Bin Peng, Fei Liu
DOI: 10.2139/ssrn.6314754
Cited by: 0
References: 28

Fields of Study & Subjects

Financial Risk and Volatility Modeling Statistical Methods and Inference Financial Markets and Investment Strategies

Publication details

Journal / source
SSRN Electronic Journal
Publication date
1 January 2026
Language
EN
Document type
Preprint