Man pages for TensorPreAve
Rank and Factor Loadings Estimation in Time Series Tensor Factor Models

bs_cor_rankBootstrap Rank Estimation.
equal_weight_tensorEqual weight Fama-French portfolio returns data.
iter_projIterative Projection Estimator.
pre_eigenplotEigenvalue Plot of a Random Sample
pre_estPre-Averaging Estimator
rank_factors_estRank and Factor Loadings Estimation
tensor_data_genTensor time series data generation.
value_weight_tensorValue weighted Fama-French portfolio returns data.
TensorPreAve documentation built on April 14, 2023, 5:13 p.m.