Identification and estimation for matrix time series CP-factor models

Fuente: arXiv

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Bibliographic Details
Main Authors:	Chang, Jinyuan, Du, Yue, Huang, Guanglin, Yao, Qiwei
Format:	Preprint
Published:	2024
Subjects:	Methodology Machine Learning Econometrics
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2410.05634