Mining the factor zoo : estimation of latent factor models with sufficient proxies
Runzhe Wan, Yingying Li, Wenbin Lu, Rui Song
| Year of publication: |
2024
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|---|---|
| Authors: | Wan, Runzhe ; Li, Yingying ; Lu, Wenbin ; Song, Rui |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ZDB-ID 1460617-3. - Vol. 239.2024, 2, Art.-No. 105386, p. 1-16
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| Subject: | High dimensionality | Heavy tails | Low rank | Reduced-rank regression | Faktorenanalyse | Factor analysis | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Bergbau | Mining | Kapitalmarkttheorie | Financial economics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2022.08.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015074454