Items where authors include "Smith, Lynette Vanessa"

Article

Bailey, Natalia, Pesaran, M. Hashem and Smith, Lynette Vanessa orcid.org/0000-0003-0489-047X (2019) A multiple testing approach to the regularisation of large sample correlation matrices. Journal of Econometrics. pp. 507-534. ISSN 0304-4076