Tensor PCA
The article introduces a new estimation algorithm for high-dimensional panel datasets, including the asymptotic distribution theory and a test for the number of factors in a tensor factor model.
Featured in No. 42 on 27 Mar 2024 ·
- Released
- 4 Jan 2023
- First featured
- No. 42 · 27 Mar 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4766865
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