author = { Cui, Liyuan AND Feng, Guanhao AND Hong, Yongmiao AND Yang, Jiangshan },

title = { Time-varying factor selection a sparse fused GMM approach },

publisher = {Centre for Econometric Analysis, Bayes Business School},

keywords = { conditional asset pricing , heterogeneous structural breaks , macroeconomic regimes , sparsity , time-varying model specifications , Graue Literatur },

year = {[2023]},

booktitle = {CEA@Bayes working paper series ; WP-CEA-2023, 06},

address = { London },

url = { http://slubdd.de/katalog?TN_libero_mab2 }