Inference in Sparsity-Induced Weak Factor Models

Uematsu, Yoshimasa and Yamagata, Takashi orcid.org/0000-0001-5949-8833 (2021) Inference in Sparsity-Induced Weak Factor Models. Journal of Business and Economic Statistics. ISSN: 0735-0015

Metadata

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

© 2021 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:
  • 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: 20 Sep 2025 01:38
Published Version: https://doi.org/10.1080/07350015.2021.2003203
Status: Published online
Refereed: Yes
Identification Number: 10.1080/07350015.2021.2003203
Open Archives Initiative ID (OAI ID):

Download

Accepted Version

Filename: WFI_final_20211028_with_supplementary_materials.pdf

Description: WFI_final_20211028_with_supplementary_materials

CLICK TO DOWNLOAD [thumbnail of WFI_final_20211028_with_supplementary_materials]

Export

Statistics


CORE (COnnecting REpositories)