
Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities
Cheng, Xu, Liao, Zhipeng, Schorfheide, FrankLangue:
english
Journal:
The Review of Economic Studies
DOI:
10.1093/restud/rdw005
Date:
January, 2016
Fichier:
PDF, 1016 KB
english, 2016