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~isPartOf:"CREATES research paper"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Du, Lilun"
~person:"Haldrup, Niels"
~person:"Kristensen, Johannes Tang"
~subject:"Factor analysis"
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CREATES research paper
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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A parametric factor model of the term structure of mortality
Haldrup, Niels
;
Rosenskjold, Carsten P. T.
-
2018
Persistent link: https://www.econbiz.de/10011797536
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A factor-adjusted multiple testing procedure with application to mutual fund selection
Lan, Wei
;
Du, Lilun
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
1
,
pp. 147-157
Persistent link: https://www.econbiz.de/10012176556
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3
Factor-based forecasting in the presende of outliers : are factors better selected and estimated by the median than by the mean?
Kristensen, Johannes Tang
-
2012
Persistent link: https://www.econbiz.de/10009546012
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