readme.sk.txt
Creators:
Sylvia Kaufmann
;
Christian Schumacher
From the dataset abstract
This paper considers factor estimation from heterogeneous data, where some of the variables-the relevant ones-are informative for estimating the factors, and others-the irrelevant...
Source: Identifying relevant and irrelevant variables in sparse factor models (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/62bf266f-12db-42f4-9025-d9b8743472cf/resource/3eb6e4ab-6d00-4816-bbbe-b618ea409550/download/readme.sk.txt |
| Last updated | November 22, 2022 |
| Created | November 22, 2022 |
