Estimation of Sparsity-Induced Weak Factor Models

Uematsu, Yoshimasa and Yamagata, Takashi (2022) Estimation of Sparsity-Induced Weak Factor Models. Journal of Business and Economic Statistics. ISSN 0735-0015


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  • Accepted: 11 November 2021
  • Published (online): 10 January 2022
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: 12 Nov 2021 09:50
Last Modified: 10 Jan 2023 01:13
Published Version:
Status: Published online
Refereed: Yes
Identification Number:


Filename: WFE_revision_Oct6_2021.pdf

Description: WFE_revision_Oct6_2021