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Interpretable Sparse Proximate Factors for Large Dimensions:
Pelger, Markus
;
Xiong, Ruoxuan
Journal of Business & Economic Statistics. 40 (2021) 4 - p. 1642-1664 , 2021
Link:
https://doi.org/10.1080/07350015.2021.1961786
RT Journal T1 <Title>Interpretable Sparse Proximate Factors for Large Dimensions</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1080_07350015.2021.1961786&Exemplar=1&LAN=DE A1 Pelger, Markus A1 Xiong, Ruoxuan PB Informa UK Limited YR 2021 SN 0735-0015 SN 1537-2707 JF Journal of Business & Economic Statistics VO 40 IS 4 SP 1642 OP 1664 LK http://dx.doi.org/https://doi.org/10.1080/07350015.2021.1961786 DO https://doi.org/10.1080/07350015.2021.1961786 SF ELIB - SuUB Bremen
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