Estimating the common break date in large factor models (Q500594): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
RedirectionBot (talk | contribs)
Removed claim: author (P16): Item:Q188478
Property / author
 
Property / author: Liang Chen / rank
Normal rank
 

Revision as of 09:34, 10 February 2024

scientific article
Language Label Description Also known as
English
Estimating the common break date in large factor models
scientific article

    Statements

    Estimating the common break date in large factor models (English)
    0 references
    0 references
    5 October 2015
    0 references
    structural break
    0 references
    large factor models
    0 references
    factor loadings
    0 references

    Identifiers