Estimation and inference of change points in high-dimensional factor models (Q2227075): Difference between revisions

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Revision as of 22:49, 19 March 2024

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Estimation and inference of change points in high-dimensional factor models
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    Estimation and inference of change points in high-dimensional factor models (English)
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    9 February 2021
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    structural changes
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    high-dimensional factor models
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    break point inference
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