Inference in matrix-valued time series with common stochastic trends and multifactor error structure

Fuente: arXiv

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Bibliographic Details
Main Authors:	Chen, Rong, Giannerini, Simone, Goracci, Greta, Trapani, Lorenzo
Format:	Preprint
Published:	2025
Subjects:	Methodology
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2501.01925