Testing for the null of block zero restrictions in common factor models (Q2300345): Difference between revisions

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+https://doi.org/10.1016/j.econlet.2019.108903
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+W2996953297
@@ Property / OpenAlex ID: W2996953297 / rank @@
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+Q126433884
@@ Property / Wikidata QID: Q126433884 / rank @@
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@@ Property / cites work @@
+Eigenvalue Ratio Test for the Number of Factors
@@ Property / cites work: Eigenvalue Ratio Test for the Number of Factors / rank @@
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@@ Property / cites work @@
+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+Inferential Theory for Factor Models of Large Dimensions
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+Determining the Number of Factors in Approximate Factor Models
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+Identification and estimation of a large factor model with structural instability
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+Testing for structural breaks in dynamic factor models
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+Detecting big structural breaks in large factor models
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+Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities
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+TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS
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+Testing for factor loading structural change under common breaks
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