Inference in Sparsity-Induced Weak Factor Models

Yoshimasa Uematsu; Takashi Yamagata

doi:10.1080/07350015.2021.2003203

Inference in Sparsity-Induced Weak Factor Models

Economics

Research output: Contribution to journal › Article › peer-review

Original language	English
Number of pages	15
Journal	Journal of Business and Economic Statistics
Early online date	27 Dec 2021
DOIs	https://doi.org/10.1080/07350015.2021.2003203
Publication status	E-pub ahead of print - 27 Dec 2021

Bibliographical note

© 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

Access to Document

10.1080/07350015.2021.2003203

WFI_final_20211028_with_supplementary_materials
© 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
Accepted author manuscript, 2.06 MB

Cite this

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