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

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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
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Header DbId: bsu
DbLabel: Business Source Ultimate
An: 191600668
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PubType: Academic Journal
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  Data: <searchLink fieldCode="AR" term="%22Hui%2C+Yongchang%22">Hui, Yongchang</searchLink><relatesTo>1</relatesTo> (AUTHOR)<br /><searchLink fieldCode="AR" term="%22Shi%2C+Mengjie%22">Shi, Mengjie</searchLink><relatesTo>1</relatesTo> (AUTHOR)<i> smjlhy555@stu.xjtu.edu.cn</i><br /><searchLink fieldCode="AR" term="%22Zhang%2C+Yuteng%22">Zhang, Yuteng</searchLink><relatesTo>2</relatesTo> (AUTHOR)
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  Data: <searchLink fieldCode="JN" term="%22Applied+Economics%22">Applied Economics</searchLink>. Feb2026, p1-13. 13p.
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        Value: 10.1080/00036846.2025.2606189
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      – Code: eng
        Text: English
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        PageCount: 13
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      – TitleFull: Regime-switching factor models for high-dimensional matrix time series.
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            NameFull: Hui, Yongchang
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            NameFull: Shi, Mengjie
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            – D: 16
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              Text: Feb2026
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              Y: 2026
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