Multivariate spatiotemporal models with low rank coefficient matrix
Dan Pu, Kuangnan Fang, Wei Lan, Jihai Yu, Qingzhao Zhang
| Year of publication: |
2024
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|---|---|
| Authors: | Pu, Dan ; Fang, Kuangnan ; Lan, Wei ; Yu, Jihai ; Zhang, Qingzhao |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ZDB-ID 1460617-3. - Vol. 246.2024, 1/2, Art.-No. 105897, p. 1-18
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| Subject: | Multivariate spatiotemporal model | Quasi-maximum likelihood estimation | Reduced-rank regression | Ridge-type ratio estimator | Schätztheorie | Estimation theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Multivariate Analyse | Multivariate analysis | Regressionsanalyse | Regression analysis | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2024.105897 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015553761