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Journal of Business & Economic Statistics Volume 41, 2023 - Issue 1
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Articles

Estimation of Sparsity-Induced Weak Factor Models

Yoshimasa Uematsua Department of Economics and Management, Tohoku University, Sendai, JapanCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0002-0983-3143View further author information
ORCID Icon &
Takashi Yamagatab Department of Economics and Related Studies, University of York, York, UK;c Institute of Social and Economic Research, Osaka University, Suita, JapanView further author information
Pages 213-227 | Received 22 Sep 2020, Accepted 11 Nov 2021, Published online: 10 Jan 2022

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Yoshimasa Uematsu & Takashi Yamagata. (2023) Inference in Sparsity-Induced Weak Factor Models. Journal of Business & Economic Statistics 41:1, pages 126-139.
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Articles from other publishers (3)

Jushan Bai & Serena Ng. (2023) Approximate factor models with weaker loadings. Journal of Econometrics 235:2, pages 1893-1916.
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Yu-Ning Li, Jia Chen & Oliver Linton. (2023) Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model. Journal of Econometrics, pages 105382.
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Robert Adamek, Stephan Smeekes & Ines Wilms. (2022) Lasso inference for high-dimensional time series. Journal of Econometrics.
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