Estimation and inference for large-dimensional generalized matrix factor models

Journal of Econometrics 2026

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Authors: Xinbing Kong, Tong Zhang

DOI: 10.1016/j.jeconom.2025.106179

Cited by: 1

References: 23

Fields of Study & Subjects

Statistical Methods and Bayesian Inference Random Matrices and Applications Bayesian Methods and Mixture Models

References 23