@data{jae.2022326.0705212903, author = {Kaufmann, Sylvia and Schumacher, Christian}, publisher = {ZBW - Leibniz Informationszentrum Wirtschaft}, title = {identifying-relevant-and-irrelevant-variables-in-sparse-factor-models}, year = {2017}, version = {1}, url = {https://journaldata.zbw.eu/dataset/identifying-relevant-and-irrelevant-variables-in-sparse-factor-models}, doi = "10.15456/jae.2022326.0705212903" }