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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.

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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

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