identifying and interpreting the factors in factor models via sparsity: different approaches (replication data)

Name: Identifying and Interpreting the Factors in Factor models via Sparsity: Different Approaches (replication data)
Published: 2022-11-23T12:00:27.373676

Data and Resources

readme.dd.txt TXT Popular

Downloads: 50
explore
- Preview
- Download
IBC.csv CSV Popular

Downloads: 47
explore
- Preview
- Download
FRED-MD_2018-09.csv CSV Popular

Downloads: 44
explore
- Preview
- Download
dd-online-appendix.pdf PDF Popular

Downloads: 52
explore
- Preview
- Download

download all

Suggested Citation

Despois, Thomas; Doz, Catherine (2022): Identifying and Interpreting the Factors in Factor models via Sparsity: Different Approaches (replication data). Version: 1. Journal of Applied Econometrics. Dataset. http://dx.doi.org/10.15456/jae.2022327.1200373676