Estimation of Sparsity-Induced Weak Factor Models

Uematsu, Yoshimasa and Yamagata, Takashi orcid.org/0000-0001-5949-8833 (2022) Estimation of Sparsity-Induced Weak Factor Models. Journal of Business and Economic Statistics. ISSN 0735-0015

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Item Type: Article
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© 2022 American Statistical Association. This is an author-produced version of the published paper. Uploaded in accordance with the publisher’s self-archiving policy. Further copying may not be permitted; contact the publisher for details
Dates:
  • Published (online): 10 January 2022
  • Accepted: 11 November 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: 12 Nov 2021 09:50
Last Modified: 26 Nov 2024 00:51
Published Version: https://doi.org/10.1080/07350015.2021.2008405
Status: Published online
Refereed: Yes
Identification Number: 10.1080/07350015.2021.2008405
Open Archives Initiative ID (OAI ID):

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