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

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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