Media type: E-Book Title: Time-varying factor selection : a sparse fused GMM approach Contributor: Cui, Liyuan [VerfasserIn]; Feng, Guanhao [VerfasserIn]; Hong, Yongmiao [VerfasserIn]; Yang, Jiangshan [VerfasserIn] imprint: London: Centre for Econometric Analysis, Bayes Business School, [2023] Published in: CEA_372Bayes working paper series ; 2023,6 Extent: 1 Online-Ressource (circa 55 Seiten); Illustrationen Language: English Keywords: conditional asset pricing ; heterogeneous structural breaks ; macroeconomic regimes ; sparsity ; time-varying model specifications ; Graue Literatur Origination: Footnote: Access State: Open Access