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Factor models with many assets: Strong factors, weak factors, and the two-pass procedure

dc.contributor.authorAnatolyev, Stanislav
dc.contributor.authorMikusheva, Anna
dc.date.accessioned2022-08-29T17:22:10Z
dc.date.available2022-08-29T17:22:10Z
dc.date.issued2022
dc.identifier.urihttps://hdl.handle.net/1721.1/145190
dc.language.isoen
dc.publisherElsevier BVen_US
dc.relation.isversionof10.1016/J.JECONOM.2021.01.002en_US
dc.rightsCreative Commons Attribution-NonCommercial-NoDerivs Licenseen_US
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/en_US
dc.sourceother univ websiteen_US
dc.titleFactor models with many assets: Strong factors, weak factors, and the two-pass procedureen_US
dc.typeArticleen_US
dc.identifier.citationAnatolyev, Stanislav and Mikusheva, Anna. 2022. "Factor models with many assets: Strong factors, weak factors, and the two-pass procedure." Journal of Econometrics, 229 (1).
dc.contributor.departmentMassachusetts Institute of Technology. Department of Economics
dc.relation.journalJournal of Econometricsen_US
dc.eprint.versionAuthor's final manuscripten_US
dc.type.urihttp://purl.org/eprint/type/JournalArticleen_US
eprint.statushttp://purl.org/eprint/status/PeerRevieweden_US
dc.date.updated2022-08-29T17:12:12Z
dspace.orderedauthorsAnatolyev, S; Mikusheva, Aen_US
dspace.date.submission2022-08-29T17:12:13Z
mit.journal.volume229en_US
mit.journal.issue1en_US
mit.licensePUBLISHER_CC
mit.metadata.statusAuthority Work and Publication Information Neededen_US


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