High dimensional stochastic regression with latent factors, endogeneity and nonlinearity

@article{Chang2015HighDS,
  title={High dimensional stochastic regression with latent factors, endogeneity and nonlinearity},
  author={Jinyuan Chang and Bin Guo and Qiwei Yao},
  journal={Journal of Econometrics},
  year={2015},
  volume={189},
  pages={297-312}
}

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