Matrix-factor-augmented regression
Xiong Cai, Xinbing Kong, Xinlei Wu, and Peng Zhao
| Year of publication: |
2025
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| Authors: | Cai, Xiong ; Kong, Xinbing ; Wu, Xinlei ; Zhao, Peng |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 43.2025, 4, p. 1145-1157
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| Subject: | Forecasting interval | Kronecker product | Matrix factor models | Matrix time series | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Lineare Algebra | Linear algebra | Schätztheorie | Estimation theory | Faktorenanalyse | Factor analysis | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2025.2478986 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015543034