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
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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