Efficient bias robust regression for time series factor models
Crossref DOI link: https://doi.org/10.1057/s41260-022-00258-0
Published Online: 2022-03-14
Published Print: 2022-05
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Martin, R. Douglas http://orcid.org/0000-0002-2581-0638
Xia, Daniel Z.
Text and Data Mining valid from 2022-03-14
Version of Record valid from 2022-03-14
Article History
Revised: 29 December 2021
Accepted: 13 January 2022
First Online: 14 March 2022