Estimation and inference for large-dimensional generalized matrix factor models

DOI10.1016/J.JECONOM.2025.106179MaRDI QIDQ6856868zbMATH OpenFDO

Authors Xin-Bing Kong, Tong Zhang

Publication date 18 February 2026

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JECONOM.2025.106179

zbMATH Keywords

matrix factor modelpenalized likelihood functionmixed-type measurement

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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