Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities Xu Cheng∗ Zhipeng Liao

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Date: 2015-02-22 21:10:01 Psychometrics Regression analysis Econometrics Factor analysis Dynamic factor Estimator Least squares Scaling Principal component analysis Statistics Multivariate statistics Estimation theory		Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities Xu Cheng∗ Zhipeng Liao Add to Reading List Source URL: www.econ.cuhk.edu.hk Download Document from Source Website File Size: 780,02 KB Share Document on Facebook

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