Sparse Modeling with Grouped Heterogeneity for Asset Pricing
The paper presents a framework for clustering observations and selecting variables in panel data, aiming for economic interpretation and effective use of big data.
Featured in No. 8 on 19 Jul 2023 · 4 days after release
- Released
- 15 Jul 2023
- First featured
- No. 8 · 19 Jul 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 8
- Identifier
- SSRN 4511953
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