Information theoretic approach to high dimensional multiplicative models: Stochastic discount factor and treatment effect
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More about this item
KeywordsStochastic discount factor; Treatment effect; Information theory; High dimension;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2018-01-15 (All new papers)
- NEP-ECM-2018-01-15 (Econometrics)
- NEP-ORE-2018-01-15 (Operations Research)
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