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

Research output: Conference Papers › RGC 32 - Refereed conference paper (without host publication) › peer-review

Author(s)

Original language	English
Publication status	Published - 28 Jun 2016

Title	Tsinghua International Conference in Econometrics
Place	China
Period	28 - 29 June 2016

	Check@CityULib
Permanent Link	https://scholars.cityu.edu.hk/en/publications/publication(622082d5-a72f-4b39-8b22-0df6a3fa77d6).html

[ RIS ] [ BibTeX ]

Shrinkage Estimation of Factor Models with Global and Group-Specific Factors. / HAN, Xu.
2016. Paper presented at Tsinghua International Conference in Econometrics, China.

Research output: Conference Papers › RGC 32 - Refereed conference paper (without host publication) › peer-review

HAN, X 2016, 'Shrinkage Estimation of Factor Models with Global and Group-Specific Factors', Paper presented at Tsinghua International Conference in Econometrics, China, 28/06/16 - 29/06/16.

HAN, X. (2016). Shrinkage Estimation of Factor Models with Global and Group-Specific Factors. Paper presented at Tsinghua International Conference in Econometrics, China.

HAN X. Shrinkage Estimation of Factor Models with Global and Group-Specific Factors. 2016. Paper presented at Tsinghua International Conference in Econometrics, China.

HAN, Xu. / Shrinkage Estimation of Factor Models with Global and Group-Specific Factors. Paper presented at Tsinghua International Conference in Econometrics, China.