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RePEcAsset Pricing & Factors

Robust Haberman Linking vs. Invariance Alignment

The article finds that robust Haberman linking performs better than invariance alignment for factor models when item intercepts are used, with varying results for different loss functions.

Featured in No. 81 on 8 Jan 2025 · on release day

Released
8 Jan 2025
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No. 81 · 8 Jan 2025
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Identifier
RePEc:gam:jstats:v:8:y:2025:i:1:p:3-:d:1559039

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