Identification and estimation of a large factor model with structural instability (Q506054): Difference between revisions

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Latest revision as of 08:09, 13 July 2024

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Identification and estimation of a large factor model with structural instability
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    Identification and estimation of a large factor model with structural instability (English)
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    30 January 2017
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    high-dimensional factor model
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    structural change
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    rate of convergence
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    number of factors
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    model selection
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    factor space
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    panel data
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