LASSO inference for high dimensional predictive regressions

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@article{f4c8355f7f074aefae3011023d19be41,

title = "LASSO inference for high dimensional predictive regressions",

author = "Zhan Gao and Lee, \{Ji Hyung\} and Ziwei Mei and Zhentao Shi",

year = "2026",

month = may,

doi = "10.1016/j.jeconom.2026.106240",

language = "English (US)",

volume = "255",

journal = "Journal of Econometrics",

issn = "0304-4076",

publisher = "Elsevier B.V.",

}