![]() | Up a level |
Lam, Clifford ORCID: 0000-0001-8972-9129 and Cen, Zetai
(2025)
Matrix-valued factor model with time-varying main effects.
Journal of Econometrics, 252 (A).
ISSN 0304-4076
Cen, Zetai and Lam, Clifford ORCID: 0000-0001-8972-9129
(2025)
On testing Kronecker product structure in tensor factor models.
Biometrika.
ISSN 0006-3444
Cen, Zetai, Chen, Yudong ORCID: 0000-0002-3034-4651 and Lam, Clifford
ORCID: 0000-0001-8972-9129
(2025)
Inference on dynamic spatial autoregressive models with change point detection.
Journal of Business and Economic Statistics.
ISSN 0735-0015
(In Press)
Cen, Zetai and Lam, Clifford ORCID: 0000-0001-8972-9129
(2025)
Tensor time series imputation through tensor factor modelling.
Journal of Econometrics, 249 (Part B).
ISSN 0304-4076