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Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities
Cheng, Xu, Liao, Zhipeng, Schorfheide, FrankYear:
2013
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2387569
File:
PDF, 782 KB
english, 2013