Search Results - "Koh, Julia"

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    Bootstrap Inference for Group Factor Models by Gonçalves, Sílvia, Koh, Julia, Perron, Benoit

    Published in Journal of financial econometrics (09-11-2024)
    “…Abstract Andreou et al. (2019) have proposed a test for common factors based on canonical correlations between factors estimated separately from each group. We…”
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