Bayesian Dynamic Factor Models for High-dimensional Matrix-valued Time Series
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2024-10-14 (Econometrics)
- NEP-ETS-2024-10-14 (Econometric Time Series)
- NEP-IPR-2024-10-14 (Intellectual Property Rights)
- NEP-MAC-2024-10-14 (Macroeconomics)
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