High-dimensional conditional factor model

Journal of Econometrics 2026

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Authors: Zhonghao Fu, Shang Gao, Liangjun Su, Xia Wang

DOI: 10.1016/j.jeconom.2026.106203

Cited by: 0

References: 59

Fields of Study & Subjects

Statistical Methods and Inference Spatial and Panel Data Analysis Sparse and Compressive Sensing Techniques

References 59