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
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spelling sg-nus-scholar.10635-1919642024-04-03T09:13:57Z Projected estimation for large-dimensional matrix factor models Yu, Long He, Yong Kong, Xinbing Zhang, Xinsheng CIVIL AND ENVIRONMENTAL ENGINEERING stat.ME stat.ME 10.1016/j.jeconom.2021.04.001 Journal of Econometrics 2021-06-11T01:10:06Z 2021-06-11T01:10:06Z 2021-04 2021-06-08T05:46:45Z Article Yu, Long, He, Yong, Kong, Xinbing, Zhang, Xinsheng (2021-04). Projected estimation for large-dimensional matrix factor models. Journal of Econometrics. ScholarBank@NUS Repository. https://doi.org/10.1016/j.jeconom.2021.04.001 0304-4076 https://scholarbank.nus.edu.sg/handle/10635/191964 Elsevier BV Elements
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
topic stat.ME
stat.ME
spellingShingle stat.ME
stat.ME
Yu, Long
He, Yong
Kong, Xinbing
Zhang, Xinsheng
Projected estimation for large-dimensional matrix factor models
description 10.1016/j.jeconom.2021.04.001
author2 CIVIL AND ENVIRONMENTAL ENGINEERING
author_facet CIVIL AND ENVIRONMENTAL ENGINEERING
Yu, Long
He, Yong
Kong, Xinbing
Zhang, Xinsheng
format Article
author Yu, Long
He, Yong
Kong, Xinbing
Zhang, Xinsheng
author_sort Yu, Long
title Projected estimation for large-dimensional matrix factor models
title_short Projected estimation for large-dimensional matrix factor models
title_full Projected estimation for large-dimensional matrix factor models
title_fullStr Projected estimation for large-dimensional matrix factor models
title_full_unstemmed Projected estimation for large-dimensional matrix factor models
title_sort projected estimation for large-dimensional matrix factor models
publisher Elsevier BV
publishDate 2021
url https://scholarbank.nus.edu.sg/handle/10635/191964
_version_ 1795374640476979200

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