Sequential testing for structural stability in approximate factor models (Q2186663): Difference between revisions

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Revision as of 02:58, 19 April 2024

scientific article
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Sequential testing for structural stability in approximate factor models
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    Sequential testing for structural stability in approximate factor models (English)
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    9 June 2020
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    large factor model
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    change-point
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    sequential testing
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    randomised tests
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