Quasi-maximum likelihood estimation of break point in high-dimensional factor models (Q2688659): Difference between revisions

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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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+Testing for factor loading structural change under common breaks
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+Testing for the null of block zero restrictions in common factor models
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+Estimating the common break date in large factor models
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+Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities
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+Identification and estimation of a large factor model with structural instability
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+Estimation of large dimensional factor models with an unknown number of breaks
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+Simultaneous multiple change-point and factor analysis for high-dimensional time series
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+Estimation and inference of change points in high-dimensional factor models
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+TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS
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+Inferential Theory for Factor Models of Large Dimensions
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+Estimating and Testing Structural Changes in Multivariate Regressions
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+Common breaks in means and variances for panel data
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+Estimating a common deterministic time trend break in large panels with cross sectional dependence
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+Determining the Number of Factors in Approximate Factor Models
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