Sequential testing for structural stability in approximate factor models (Q2186663): Difference between revisions
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Revision as of 20:21, 19 March 2024
scientific article
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English | Sequential testing for structural stability in approximate factor models |
scientific article |
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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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