326 Thomas Building
University Park, PA 16802
Pennsylvania State University - Department of Statistics
Regression, forecast, deep learning, approximate factor model, principal components, learning indices, sliced inverse regression, dimension reduction.
Hidden Markov model; Bayesian hierarchical framework; MCMC methods; Earnings quality; Earnings fidelity
factor model; forecasting; inverse moments; learning indices; principal components; regression; sufficient dimension reduction
high-dimensional hypothesis testing; multi-factor pricing model; sparse alter-natives; Fisher’s method; power enhancement.
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