R package implementing the clustering method of Beyhum & Mugnier (2024).
R package implementing the test of the factor model against factor augmented sparse alternative of Beyhum & Striaukas (2024).
R package for the methods of Miao et al. (2025).
R package implementing the clustering method of Beyhum & Mugnier (2024).
R package implementing the test of the factor model against factor augmented sparse alternative of Beyhum & Striaukas (2024).
R package for the methods of Miao et al. (2025).