TY - GEN
AU - Cui, Liyuan
AU - Feng, Guanhao
AU - Hong, Yongmiao
AU - Yang, Jiangshan
TI - Time-varying factor selection a sparse fused GMM approach
PB - Centre for Econometric Analysis, Bayes Business School
KW - conditional asset pricing
KW - heterogeneous structural breaks
KW - macroeconomic regimes
KW - sparsity
KW - time-varying model specifications
KW - Graue Literatur
PY - [2023]
BT - CEA@Bayes working paper series ; WP-CEA-2023, 06
CY - London
UR - http://slubdd.de/katalog?TN_libero_mab2
ER -
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