Nothing to download.
  1. Home
  2. Journals
  3. Journal of Applied Econometrics
  4. Identifying factors via...
Esfandiar Maasoumi
;
Jianqiu Wang
;
Zhuo Wang
;
Ke Wu

identifying factors via automatic debiased machine learning (replication data)

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.

Data and Resources

Suggested Citation

export
Maasoumi, Esfandiar; Wang, Jianqiu; Wang, Zhuo; Wu, Ke (2023): Identifying factors via automatic debiased machine learning (replication data). Version: 1. Journal of Applied Econometrics. Dataset. http://dx.doi.org/10.15456/jae.2023335.2116565304

Tags

JEL Codes