Jushan Bai | DeepAI

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Serena Ng
10 publications

research

∙ 09/08/2021

Approximate Factor Models with Weaker Loadings

Pervasive cross-section dependence is increasingly recognized as an appr...

0 Jushan Bai, et al. ∙

research

∙ 08/01/2020

Simpler Proofs for Approximate Factor Models of Large Dimensions

Estimates of the approximate factor model are increasingly used in empir...

0 Jushan Bai, et al. ∙