Autoregressive models for matrix-valued time series (Journal Article) | NSF PAGES

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Citation Details

Autoregressive models for matrix-valued time series

Authors:: Chen, Rong; Xiao, Han; Yang, Dan

Award ID(s):: 1737857 1741390 1513409 1934924

Publication Date:: 2021-05-01

NSF-PAR ID:: 10280998

Journal Name:: Journal of Econometrics

Volume:: 222

Issue:: PB

Page Range or eLocation-ID:: 539 to 560

ISSN:: 0304-4076

Sponsoring Org:: National Science Foundation

Free Publicly Accessible Full Text
Accepted Manuscript1.0
Publisher's Version of Record
https://doi.org/10.1016/j.jeconom.2020.07.015