Approximate factor models with weaker loadings
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Publication:6108332
DOI10.1016/j.jeconom.2023.01.027arXiv2109.03773OpenAlexW3197930437MaRDI QIDQ6108332
Publication date: 29 June 2023
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2109.03773
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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