Estimation of Weak Factor Models

Yoshimasa Uematsu and Takashi Yamagata

ISER Discussion Paper from Institute of Social and Economic Research, The University of Osaka

Abstract: This paper proposes a novel estimation method for the weak factor models, a slightly

Date: 2019-04, Revised 2020-03
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Citations: View citations in EconPapers (7)

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Persistent link: https://EconPapers.repec.org/RePEc:dpr:wpaper:1053r

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