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Determining the Number of Factors in Static Approximate Factor Models Using D...
This paper is concerned with the applications of discrete Fourier transforms in identification of the number of common factors of static approximate factor models. We report and... -
The CAPM with Measurement Error: "There's life in the old dog yet!" Replicati...
The replication data contain MATLAB and GAUSS codes as well as the data required for replication of the results from the paper 1. Monte Carlo Simulation: Contains codes and data...
