Shrinkage Estimation of Factor Models with Global and Group-Specific Factors*
- 期刊名称Journal of Business & Economic Statistics
- 作者Han, Xu
- 印刷ISSN0735-0015
- 电子ISSN1537-2707
- 文件大小1103.14KB
- 发表时间2019-05-20
- DOI10.1080/07350015.2019.1617157
- 页码1-52
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