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Search: subject:"Low rank decomposition"
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Bai, Jushan
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Ng, Serena
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Journal of econometrics
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Approximate factor models with weaker loadings
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1893-1916
Persistent link: https://www.econbiz.de/10014471435
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Rank regularized estimation of approximate factor models
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 78-96
Persistent link: https://www.econbiz.de/10012303892
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