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

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