scholarly journals Error-Correction Factor Models for High-dimensional Cointegrated Time Series

2020 ◽  
Author(s):  
Yundong Tu ◽  
Qiwei Yao ◽  
Rongmao Zhang
Keyword(s):  
Time Series ◽  
Error Correction ◽  
Correction Factor ◽  
Factor Models ◽  
High Dimensional

scholarly journals Factor models for matrix-valued high-dimensional time series

2019 ◽  
Vol 208 (1) ◽  
pp. 231-248 ◽  
Author(s):  
Dong Wang ◽  
Xialu Liu ◽  
Rong Chen
Keyword(s):  
Time Series ◽  
Factor Models ◽  
High Dimensional
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