One-way or two-way factor model for matrix sequences?
Yong He, Xinbing Kong, Lorenzo Trapani, Long Yu
| Year of publication: |
2023
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|---|---|
| Authors: | He, Yong ; Kong, Xinbing ; Trapani, Lorenzo ; Yu, Long |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 235.2023, 2, p. 1981-2004
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| Subject: | Matrix factor model | Matrix sequence | Principal component analysis | Projection estimation | Randomised tests | Faktorenanalyse | Factor analysis | Schätztheorie | Estimation theory | Lineare Algebra | Linear algebra | Hauptkomponentenanalyse |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2023.02.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014471440