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Journal of econometrics
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Factor models with many assets : strong factors, weak factors, and the two-pass procedure
Anatolyev, Stanislav
;
Mikusheva, Anna
- In:
Journal of econometrics
229
(
2022
)
1
,
pp. 103-126
Persistent link: https://www.econbiz.de/10013441835
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Testing many restrictions under heteroskedasticity
Anatolyev, Stanislav
;
Sølvsten, Mikkel
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014332346
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Inference in regression models with many regressors
Anatolyev, Stanislav
- In:
Journal of econometrics
170
(
2012
)
2
,
pp. 368-383
Persistent link: https://www.econbiz.de/10010013520
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