Recent developments in factor models and applications in econometric learning
Jianqing Fan, Kunpeng Li, and Yuan Liao
| Year of publication: |
2021
|
|---|---|
| Authors: | Fan, Jianqing ; Li, Kunpeng ; Liao, Yuan |
| Published in: |
Annual review of financial economics. - Palo Alto, Calif. : Annual Reviews, ISSN 1941-1375, ZDB-ID 2516758-3. - Vol. 13.2021, p. 401-430
|
| Subject: | factor adjustments | factor models | high-dimensional statistics | matrix completion | model selection | multiple testing | robustness | spiked low-rank matrix | unbalanced panel | Faktorenanalyse | Factor analysis | Theorie | Theory | Lineare Algebra | Linear algebra | Ökonometrie | Econometrics | Panel | Panel study | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1146/annurev-financial-091420-011735 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012795259