LSE creators

Number of items: 5.
Public
  • Lam, Clifford, Cen, Zetai (2025). Matrix-valued factor model with time-varying main effects. Journal of Econometrics, 252(A). https://doi.org/10.1016/j.jeconom.2025.106105 picture_as_pdf
  • Cen, Zetai (2025). High-dimensional time series analysis: imputation and testing Kronecker product structure on tensor factor models, main effect factor models, and spatial autoregressive models [Doctoral thesis]. London School of Economics and Political Science. https://doi.org/10.21953/lse.00004881
  • Cen, Zetai, Lam, Clifford (2025). Tensor time series imputation through tensor factor modelling. Journal of Econometrics, 249(Part B). https://doi.org/10.1016/j.jeconom.2025.105974 picture_as_pdf
    • Restricted
  • Cen, Zetai, Lam, Clifford (2025). On testing Kronecker product structure in tensor factor models. Biometrika, https://doi.org/10.1093/biomet/asaf072 picture_as_pdf
  • Cen, Zetai, Chen, Yudong, Lam, Clifford (2025). Inference on dynamic spatial autoregressive models with change point detection. Journal of Business and Economic Statistics, https://doi.org/10.1080/07350015.2025.2572768 picture_as_pdf