Approximate factor models with weaker loadings
Jushan Bai, Serena Ng
| Year of publication: |
2023
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|---|---|
| Authors: | Bai, Jushan ; Ng, Serena |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 235.2023, 2, p. 1893-1916
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| Subject: | Factor augmented regressions | Low rank decomposition | Principal components | Weak factors | Faktorenanalyse | Factor analysis | Theorie | Theory | Regressionsanalyse | Regression analysis | Dekompositionsverfahren | Decomposition method |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2023.01.027 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014471435