Projected estimation for large-dimensional matrix factor models

Projected estimation for large-dimensional matrix factor models

10.1016/j.jeconom.2021.04.001

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Bibliographic Details
Main Authors: Yu, Long, He, Yong, Kong, Xinbing, Zhang, Xinsheng
Other Authors: CIVIL AND ENVIRONMENTAL ENGINEERING
Format: Article
Published: Elsevier BV 2021
Subjects:
stat.ME
Online Access:https://scholarbank.nus.edu.sg/handle/10635/191964
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Institution: National University of Singapore
Description
Summary:10.1016/j.jeconom.2021.04.001

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