Uniform predictive inference for factor models with instrumental and idiosyncratic betas

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Publication:6090585

DOI10.1016/j.jeconom.2022.11.007OpenAlexW4313554572MaRDI QIDQ6090585

Yuan Liao, Mingmian Cheng, Xiye Yang

Publication date: 17 November 2023

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2022.11.007






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