Identifying factors via automatic debiased machine learning (replication data)

DOI

This is the replication package for the empirical results in "Identifying factors via automatic debiased machine learning" by Esfandiar Maasoumi, Jianqiu Wang, Zhuo Wang and Ke Wu, Journal of Applied Econometrics, 2023, forthcoming. It includes all the data files and R codes.

Identifier
DOI https://doi.org/10.15456/jae.2023335.2116565304
Metadata Access https://www.da-ra.de/oaip/oai?verb=GetRecord&metadataPrefix=oai_dc&identifier=oai:oai.da-ra.de:778926
Provenance
Creator Maasoumi, Esfandiar; Wang, Jianqiu; Wang, Zhuo; Wu, Ke
Publisher ZBW - Leibniz Informationszentrum Wirtschaft
Publication Year 2023
Rights Creative Commons Attribution 4.0 (CC-BY); Download
OpenAccess true
Contact ZBW - Leibniz Informationszentrum Wirtschaft
Representation
Language English
Resource Type Collection
Discipline Economics