This paper studies the efficient estimation of large-dimensional factor models with both time and cross-sectional dependence assuming (N, T) separability of the covariance matrix. The asymptotic ...

C = FPF' + U, P = P' where U is a diagonal matrix and P is symmetric. Within this section, n denotes the number of manifest variables corresponding to the rows and columns of matrix C, and m denotes ...

This is a preview. Log in through your library . Abstract The extracellular matrix is synthesized predominantly by fibroblasts and gives tissue its structural integrity. It is remodeled by ultraviolet ...