Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities
Cheng, Xu; Liao, Zhipeng; Schorfheide, Frank
- 期刊名称SSRN Electronic Journal
- 作者Cheng, Xu; Liao, Zhipeng; Schorfheide, Frank
- 电子ISSN1556-5068
- 文件大小781.92KB
- 发表时间2013
- DOI10.2139/ssrn.2387569