One-way or two-way factor model for matrix sequences?
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Publication:6108337
DOI10.1016/j.jeconom.2023.02.008arXiv2110.01008OpenAlexW4324134806MaRDI QIDQ6108337
Unnamed Author, Lorenzo Trapani, Xin-Bing Kong, Long Yu
Publication date: 29 June 2023
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2110.01008
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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Cites Work
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