Ai He, Dashan Huang, Jiaen Li, Guofu Zhou. Shrinking Factor Dimension: A Reduced-Rank Approach. Management Science, 69(9):5501-5522, September 2023. [doi]
@article{HeHLZ23, title = {Shrinking Factor Dimension: A Reduced-Rank Approach}, author = {Ai He and Dashan Huang and Jiaen Li and Guofu Zhou}, year = {2023}, month = {September}, doi = {10.1287/mnsc.2022.4563}, url = {https://doi.org/10.1287/mnsc.2022.4563}, researchr = {https://researchr.org/publication/HeHLZ23}, cites = {0}, citedby = {0}, journal = {Management Science}, volume = {69}, number = {9}, pages = {5501-5522}, }