Shrinkage Estimation in High Dimensional Dynamic Factor Models

Project: Research

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Research Output

  1. 2021
  2. Published

    Shrinkage Estimation of Factor Models With Global and Group-Specific Factors

    Han, X., Jan 2021, In: Journal of Business and Economic Statistics. 39, 1, p. 1-17

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

    Scopus citations: 7
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