Thomas Despois
;
Catherine Doz

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

Data and Resources

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. https://journaldata.zbw.eu/dataset/identifying-and-interpreting-the-factors-in-factor-models-via-sparsity-different-approaches