journal article Jan 01, 2015

Power Enhancement in High-Dimensional Cross-Sectional Tests

Jianqing Fan Yuan Liao

Econometrica Vol. 83 No. 4 pp. 1497-1541 · JSTOR

View at Publisher Save 10.3982/ecta12749

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Published: Jan 01, 2015
Vol/Issue: 83(4)
Pages: 1497-1541
License: View

Authors

Department of Operations Research and Financial Engineering, Princeton University Princeton College Park MD, 20742, USA

Department of Mathematics, University of Maryland, College Park, MD 20742, USA

Cite This Article

Jianqing Fan, Yuan Liao, Jiawei Yao (2015). Power Enhancement in High-Dimensional Cross-Sectional Tests. Econometrica, 83(4), 1497-1541. https://doi.org/10.3982/ecta12749

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