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20172023
most citedStatistical inference for large-dimensional tensor factor model by iterative projections

5 citations · 9 across the 6 of their papers we have counts for

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stat.ME2018

Determining the dimension of factor structures in non-stationary large datasets

Matteo Barigozzi, Lorenzo Trapani

We propose a procedure to determine the dimension of the common factor space in a large, possibly non-stationary, dataset. Our procedure is designed to determine whether there are…