F-F_Momentum_Factor.TXT
Creators:
Tomohiro Ando
;
Jushan Bai
From the dataset abstract
This paper studies panel data models with unobserved group factor structures. The group membership of each unit and the number of groups are left unspecified. We estimate the model by...
Source: Panel Data Models with Grouped Factor Structure Under Unknown Group Membership (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/3e4dfd8f-887e-43bf-b157-f28f73a0683e/resource/6e95798e-5ee2-4473-81a7-f695733c06f6/download/f-f_momentum_factor.txt |
| Last updated | November 22, 2022 |
| Created | November 22, 2022 |
