Bias Correction in Factor-Augmented Regression Models with Weak Factors

Jiang, Peiyun, Uematsu, Yoshimasa and YAMAGATA, TAKASHI orcid.org/0000-0001-5949-8833 (Accepted: 2026) Bias Correction in Factor-Augmented Regression Models with Weak Factors. Journal of Business and Economic Statistics. ISSN: 0735-0015 (In Press)

Metadata

Item Type: Article
Authors/Creators:
Copyright, Publisher and Additional Information:

This is an author-produced version of the published paper. Uploaded in accordance with the University’s Research Publications and Open Access policy.

Dates:
  • Accepted: 18 June 2026
Institution: The University of York
Academic Units: The University of York > Faculty of Social Sciences (York) > Economics and Related Studies (York)
Date Deposited: 19 Jun 2026 11:00
Last Modified: 19 Jun 2026 11:00
Status: In Press
Refereed: Yes
Related URLs:
Open Archives Initiative ID (OAI ID):

Download

Accepted Version


Under temporary embargo

Filename: 2509.02066v2.pdf

Description: Accepted manuscript

Licence: CC-BY 2.5

Request a copy

file not available

Export

Statistics