Cover Image

Panel Coupled Matrix-Tensor Clustering Model with Applications to Asset Pricing

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Cui, Liyuan, Feng, Guanhao, Han, Yuefeng, Li, Jiayan
Format:	Preprint
Published:	2025
Subjects:	Methodology Econometrics
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Covariate-Adjusted Deep Causal Learning for Heterogeneous Panel Data Models
by: Zhou, Guanhao, et al.
Published: (2025)

CP Factor Model for Dynamic Tensors
by: Han, Yuefeng, et al.
Published: (2021)

Diffusion Index Forecasting with Tensor Data
by: Chen, Bin, et al.
Published: (2025)

Dynamic Matrix Factor Models for High Dimensional Time Series
by: Yu, Ruofan, et al.
Published: (2024)

Threshold Tensor Factor Model in CP Form
by: Bolivar, Stevenson, et al.
Published: (2025)

Estimation and Inference for CP Tensor Factor Models
by: Chen, Bin, et al.
Published: (2024)

Modewise Additive Factor Model for Matrix Time Series
by: Chen, Elynn, et al.
Published: (2025)

K-Means Panel Data Clustering in the Presence of Small Groups
by: Nishi, Mikihito
Published: (2025)

Functional Factor Regression with an Application to Electricity Price Curve Modeling
by: Otto, Sven, et al.
Published: (2025)

Selecting and Testing Asset Pricing Models: A Stepwise Approach
by: Feng, Guanhao, et al.
Published: (2026)

Functional Network Autoregressive Models for Panel Data
by: Ando, Tomohiro, et al.
Published: (2025)

Estimating Counterfactual Matrix Means with Short Panel Data
by: Lei, Lihua, et al.
Published: (2023)

Estimation of High-dimensional Nonlinear Vector Autoregressive Models
by: Han, Yuefeng, et al.
Published: (2025)

Moment Restrictions for Nonlinear Panel Data Models with Feedback
by: Bonhomme, Stéphane, et al.
Published: (2025)

Identification of Dynamic Panel Logit Models with Fixed Effects
by: Dobronyi, Christopher, et al.
Published: (2021)

Empirical Bayes Estimation in Heterogeneous Coefficient Panel Models
by: Song, Myunghyun, et al.
Published: (2026)

Triply Robust Panel Estimators
by: Athey, Susan, et al.
Published: (2025)

Bootstrap Inference in Nonlinear Panel Data Models with Interactive Fixed Effects
by: Xu, Haoyuan, et al.
Published: (2026)

Optimal Shrinkage Estimation of Fixed Effects in Linear Panel Data Models
by: Kwon, Soonwoo
Published: (2023)

Panel Quantile Regression with Common Shocks
by: Chiang, Harold D., et al.
Published: (2026)

Matrix Quantile Factor Model
by: Kong, Xin-Bing, et al.
Published: (2022)

Quasi-Bayesian Local Projection Instrumental-Variables Method: Application to Renewable Energy and Electricity Prices
by: Tanaka, Masahiro
Published: (2026)

Tractable Estimation of Nonlinear Panels with Interactive Fixed Effects
by: Zeleneev, Andrei, et al.
Published: (2025)

Robust Estimation and Inference in Panels with Interactive Fixed Effects
by: Armstrong, Timothy B., et al.
Published: (2022)

Uniform Inference on High-dimensional Spatial Panel Networks
by: Chernozhukov, Victor, et al.
Published: (2021)

Efficient Bias Correction for Cross-section and Panel Data
by: Hahn, Jinyong, et al.
Published: (2022)

Bayesian Outlier Detection for Matrix-variate Models
by: Billio, Monica, et al.
Published: (2025)

Adaptive Principal Component Regression with Applications to Panel Data
by: Agarwal, Anish, et al.
Published: (2023)

Finite Population Inference for Factorial Designs and Panel Experiments with Imperfect Compliance
by: Picchetti, Pedro
Published: (2026)

Panel Estimation of Taxable Income Elasticities with Heterogeneity and Endogenous Budget Sets
by: Blomquist, Soren, et al.
Published: (2024)

Dynamic Factor Stochastic Volatility-in-Mean VAR for Large Macroeconomic Panels
by: Hiraki, Daichi, et al.
Published: (2026)

Reduced-Rank Matrix Autoregressive Models: A Medium $N$ Approach
by: Hecq, Alain, et al.
Published: (2024)

Cluster-Randomized Trials with Cross-Cluster Interference
by: Leung, Michael P.
Published: (2023)

Monotonicity-Constrained Nonparametric Estimation and Inference for First-Price Auctions
by: Ma, Jun, et al.
Published: (2019)

Inference for Cluster Randomized Experiments with Non-ignorable Cluster Sizes
by: Bugni, Federico, et al.
Published: (2022)

Double Machine Learning for Static Panel Data with Instrumental Variables: New Method and Applications
by: Baiardi, Anna, et al.
Published: (2026)

Identification of Average Treatment Effects in Nonparametric Panel Models
by: Athey, Susan, et al.
Published: (2025)

Efficient GMM and Weighting Matrix under Misspecification
by: Kang, Byunghoon
Published: (2026)

Clustered Covariate Regression
by: Soale, Abdul-Nasah, et al.
Published: (2023)

Emulating Stepped-Wedge Cluster Randomized Trials to Evaluate Health Policies and Interventions
by: Lu, Haidong, et al.
Published: (2026)