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Journal of the American Statistical Association Volume 119, 2024 - Issue 546

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Theory and Methods

Ridge Regression Under Dense Factor Augmented Models

Yi HeAmsterdam School of Economics, University of Amsterdam, Amsterdam, The NetherlandsCorrespondence[email protected]

https://orcid.org/0000-0003-3540-4657

Pages 1566-1578 | Received 23 Sep 2021, Accepted 15 Apr 2023, Published online: 05 Jun 2023

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https://doi.org/10.1080/01621459.2023.2206082
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