Rank regularized estimation of approximate factor models

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Publication:2323367

DOI10.1016/j.jeconom.2019.04.021zbMath1452.62405OpenAlexW2938549779WikidataQ128063694 ScholiaQ128063694MaRDI QIDQ2323367

Jushan Bai, Serena Ng

Publication date: 2 September 2019

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2019.04.021




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