@article{onlassoforpredictiveregression,
  title = {On LASSO for Predictive Regression},
  author = {Ji Hyung Lee and Zhentao Shi and Zhan Gao},
  year = {2018},
  eprint = {1810.03140},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/1810.03140v4},
}