Autoregressive models for matrix-valued time series

Chen, Rong; Xiao, Han; Yang, Dan

doi:10.1016/j.jeconom.2020.07.015

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Citation Details

Autoregressive models for matrix-valued time series

Award ID(s):: 1737857 1741390 1513409 1934924

NSF-PAR ID:: 10280998

Author(s) / Creator(s):: Chen, Rong; Xiao, Han; Yang, Dan

Date Published:: 2021-05-01

Journal Name:: Journal of Econometrics

Volume:: 222

Issue:: PB

ISSN:: 0304-4076

Page Range / eLocation ID:: 539 to 560

Format(s):: Medium: X

Sponsoring Org:: National Science Foundation

Free Publicly Accessible Full Text
Accepted Manuscript1.0
Journal Article:
https://doi.org/10.1016/j.jeconom.2020.07.015

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