Identification through sparsity in factor models
Year of publication: |
June 2020
|
---|---|
Authors: | Freyaldenhoven, Simon |
Publisher: |
Philadelphia, PA : Research Department, Federal Reserve Bank of Philadelphia |
Subject: | identification | factor models | sparsity | local factors | Faktorenanalyse | Factor analysis | Schätzung | Estimation | Theorie | Theory |
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