Inference in Sparsity-Induced Weak Factor Models

Uematsu, Yoshimasa and Yamagata, Takashi (2021) Inference in Sparsity-Induced Weak Factor Models. Journal of Business and Economic Statistics. ISSN 0735-0015


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  • Accepted: 2 November 2021
  • Published (online): 27 December 2021
Institution: The University of York
Academic Units: The University of York > Faculty of Social Sciences (York) > Economics and Related Studies (York)
Depositing User: Pure (York)
Date Deposited: 03 Nov 2021 14:50
Last Modified: 03 Sep 2023 23:11
Published Version:
Status: Published online
Refereed: Yes
Identification Number:


Filename: WFI_final_20211028_with_supplementary_materials.pdf

Description: WFI_final_20211028_with_supplementary_materials