Centre for microdata methods and practice
Beta-sorted portfolios — portfolios comprised of assets with similar covariation to selected risk factors — are… Continue reading.
This paper develops a novel method for policy choice in a dynamic setting where the available… Continue reading.
We consider the estimation and inference in a system of high-dimensional regression equations allowing for temporal… Continue reading.
We consider the estimation and inference in a system of high-dimensional regression equations allowing for temporal… Continue reading.