Mining the Factor Zoo: Estimation of Latent Factor Models with Sufficient Proxies

25 December 2022

Papers citing "Mining the Factor Zoo: Estimation of Latent Factor Models with Sufficient Proxies"

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Title
A Shrinkage Principle for Heavy-Tailed Data: High-Dimensional Robust Low-Rank Matrix Recovery Jianqing Fan Weichen Wang Ziwei Zhu 49 96 0 28 Mar 2016
Factor modeling for high-dimensional time series: Inference for the number of factors Clifford Lam Q. Yao 51 479 0 04 Jun 2012