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"Tests for group-specific heterogeneity in high-dimensional factor models."

Antoine Djogbenou, Razvan Sufana (2024)

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DOI: 10.1016/J.JMVA.2023.105233

access: closed

type: Journal Article

metadata version: 2024-02-29

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Antoine Djogbenou, Razvan Sufana:
Tests for group-specific heterogeneity in high-dimensional factor models. J. Multivar. Anal. 199: 105233 (2024)

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