Power Enhancement in High-Dimensional Cross-Sectional Tests
Author(s): Fan, Jianqing; Liao, Yuan; Yao, Jiawei
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http://arks.princeton.edu/ark:/88435/pr1sx0w| Publication Date: | 2015 |
| Electronic Publication Date: | 2015 |
| Citation: | Fan, Jianqing, Liao, Yuan, Yao, Jiawei. (2015). Power Enhancement in High-Dimensional Cross-Sectional Tests. Econometrica, 83 (4), 1497 - 1541. doi:10.3982/ECTA12749 |
| DOI: | doi:10.3982/ECTA12749 |
| ISSN: | 0012-9682 |
| Pages: | 1497 - 1541 |
| Type of Material: | Journal Article |
| Journal/Proceeding Title: | Econometrica |
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