Polynomial Factor Models: Nonlinear Relationships
Nonlinear Relationships: Polynomial Factor Models (PFM) provide a novel method for handling high-dimensional panel data, allowing for the consistent estimation of factor interactions and loadings by capturing nonlinear relationships.
Featured in No. 37 on 14 Feb 2024 ·
- Released
- 31 Jan 2023
- First featured
- No. 37 · 14 Feb 2024
- Published in
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- Identifier
- SSRN 4722565
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