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De-biased graphical Lasso for high-frequency data

De-biased graphical Lasso for high-frequency data

Yuta Koike
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Papers citing "De-biased graphical Lasso for high-frequency data"

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Title
Inferential Theory for Granular Instrumental Variables in High Dimensions
Inferential Theory for Granular Instrumental Variables in High Dimensions
Saman Banafti
Tae-Hwy Lee
30
3
0
17 Jan 2022