Testing for time-varying factor loadings in high-dimensional factor models

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Publication:5867577

DOI10.1080/07474938.2022.2074188OpenAlexW4281687521MaRDI QIDQ5867577

Wen Xu

Publication date: 14 September 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474938.2022.2074188




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