论文标题：Long Memory Factor Model: On Estimation of Factor Memories

　　发表时间：2020.12 accepted

　　论文所有作者：Cheung Ying Lun

　　期刊名及所属分类：Journal of Business & Economic Statistics(国际A)

　　英文摘要：This paper considers the estimation of factor memories in the context of a high-dimensional factor model. Both factors and idiosyncratic error terms are potential.

　　中文摘要：本文考虑在高维因子模型的背景下因子记忆的估计。因素和特殊误差项都是潜在的。