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Projected estimation for large-dimensional matrix factor models
Yu, Long
;
He, Yong
;
Kong, Xinbing
;
Zhang, Xinsheng
- In:
Journal of econometrics
229
(
2022
)
1
,
pp. 201-217
Persistent link: https://www.econbiz.de/10013441854
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2
One-way or two-way factor model for matrix sequences?
He, Yong
;
Kong, Xinbing
;
Trapani, Lorenzo
;
Yu, Long
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1981-2004
Persistent link: https://www.econbiz.de/10014471440
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