Rank and Factor Loadings Estimation in Time Series Tensor Factor
Models
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Documentation for package ‘TensorPreAve’ version 1.1.0
Help Pages
| bs_cor_rank | Bootstrap Rank Estimation. |
| equal_weight_tensor | Equal weight Fama-French portfolio returns data. |
| iter_proj | Iterative Projection Estimator. |
| pre_eigenplot | Eigenvalue Plot of a Random Sample |
| pre_est | Pre-Averaging Estimator |
| rank_factors_est | Rank and Factor Loadings Estimation |
| tensor_data_gen | Tensor time series data generation. |
| value_weight_tensor | Value weighted Fama-French portfolio returns data. |