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Shrinkage Estimation of Factor Models With Global and Group-Specific Factors - MaRDI portal

Shrinkage Estimation of Factor Models With Global and Group-Specific Factors

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Publication:6617732

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DOI10.1080/07350015.2019.1617157zbMath1547.62749MaRDI QIDQ6617732

Publication date: 11 October 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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