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  1. Cui, Liyuan [Author]; Feng, Guanhao [Author]; Hong, Yongmiao [Author]; Yang, Jiangshan [Author]

    Time-varying factor selection : a sparse fused GMM approach

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    London: Centre for Econometric Analysis, Bayes Business School, [2023]

    Published in: CEA_372Bayes working paper series ; 2023,6