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【论文】郭旭,李润泽等“ Statistical inference for linear mediation models with high-dimensional mediators and application to studying stock reaction to COVID-19 pandemic”

Guo Xu, Li Runze, Liu Jingyuan, Zeng Mudong (2022). Statistical inference for linear mediation models with high-dimensional mediators and application to studying stock reaction to COVID-19 pandemic. Journal of Econometrics https://www.sciencedirect.com/science/article/abs/pii/S0304407622000598