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Regime-switching factor models for high-dimensional matrix time series.

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Bibliographic Details
Title: Regime-switching factor models for high-dimensional matrix time series.
Authors: Hui, Yongchang1 (AUTHOR), Shi, Mengjie1 (AUTHOR) smjlhy555@stu.xjtu.edu.cn, Zhang, Yuteng2 (AUTHOR)
Source: Applied Economics. Feb2026, p1-13. 13p.
Database: Business Source Ultimate
Description
ISSN:00036846
DOI:10.1080/00036846.2025.2606189