Estimation and inference of change points in high-dimensional factor models (Q2227075): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2019.08.013 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2747928355 / rank | |||
Normal rank |
Revision as of 22:49, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Estimation and inference of change points in high-dimensional factor models |
scientific article |
Statements
Estimation and inference of change points in high-dimensional factor models (English)
0 references
9 February 2021
0 references
structural changes
0 references
high-dimensional factor models
0 references
break point inference
0 references