Nothing
MEFM: Perform MEFM Estimation on Matrix Time Series
To perform main effect matrix factor model (MEFM) estimation for a given matrix time series as described in Lam and Cen (2024) <doi:10.48550/arXiv.2406.00128>. Estimation of traditional matrix factor models is also supported. Supplementary functions for testing MEFM over factor models are included.
Getting started
Browse package contents
Package details |
|
|---|---|
| Author | Zetai Cen [aut, cre] |
| Maintainer | Zetai Cen <z.cen@lse.ac.uk> |
| License | GPL-3 |
| Version | 0.1.1 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
|
Try the MEFM package in your browser
Any scripts or data that you put into this service are public.
