Published December 15, 2025 | Version v1

Replication files for: "Identification Through Sparsity in Factor Models: The l1-Rotation Criterion"

Authors/Creators

  • 1. ROR icon Federal Reserve Bank of Philadelphia

Description

Simon Freyaldenhoven. 2025. "Identification Through Sparsity in Factor Models: The l1-Rotation Criterion". 
Conditionally accepted by Quantitative Economics.

Files

replication_archive.zip

Files (31.6 MB)

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md5:fc76b9a49e928cda2889888a8a2e1082
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