Robust post-selection inference of high-dimensional mean regression with heavy-tailed asymmetric or heteroskedastic errors

RT @EconMetrics: Robust post-selection inference of high-dimensional mean regression with heavy-tailed asymmetric or heteroskedastic errors…

Robust post-selection inference of high-dimensional mean regression with heavy-tailed asymmetric or heteroskedastic errors https://t.co/0vEEUo4LeO

Robust post-selection inference of high-dimensional mean regression with heavy-tailed asymmetric or heteroskedastic errors https://t.co/rHTgS5wCSI #econometrics #timeseries

RT @EconMetrics: Robust post-selection inference of high-dimensional mean regression with heavy-tailed asymmetric or heteroskedastic errors…