Rank regularized estimation of approximate factor models
Authors:
- Jushan BaiJBJushan Bai
- Serena NgSNSerena Ng
- 1 September 2019
- journal article
- research article
- Published by Elsevier in Journal of Econometrics
- Vol. 212 (1) , 78-96
Abstract
No abstract availableKeywords
Funding Information
- National Science Foundation (SES-1558623, SES-1658770)
- Columbia University
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