@article{onlassoforhighdimensionalpredictive,
  title = {On LASSO for High Dimensional Predictive Regression},
  author = {Ziwei Mei and Zhentao Shi},
  year = {2022},
  eprint = {2212.07052},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2212.07052v2},
}