Margaritella, L. and Sessinou, R. (2025). Precision Least Squares: Estimation and Inference in High-Dimensions Journal of Business and Economic Statistics, :.
Rosnel Sessinou
University
Erasmus University Rotterdam
E-mail
Research field
Econometrics
Interests
Asset Pricing, Econometric Theory, Machine Learning
Website
Biography
Rosnel's research focuses on machine learning for economics and finance. His primary research areas include high-dimensional econometrics and statistics, particularly in the context of financial econometrics.
Key publications
List of publications
Margaritella, L. and Sessinou, R. (2025). Precision Least Squares: Estimation and Inference in High-Dimensions Journal of Business and Economic Statistics, :.