Multivariate spatiotemporal models with low rank coefficient matrix
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Publication:6664672
DOI10.1016/j.jeconom.2024.105897MaRDI QIDQ6664672
Wei Lan, Jihai Yu, Qing-Zhao Zhang, Unnamed Author, Kuangnan Fang
Publication date: 16 January 2025
Published in: Journal of Econometrics (Search for Journal in Brave)
reduced-rank regressionquasi-maximum likelihood estimationmultivariate spatiotemporal modelridge-type ratio estimator
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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