Testing for the null of block zero restrictions in common factor models (Q2300345): Difference between revisions

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+Eigenvalue Ratio Test for the Number of Factors
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+Normal rank
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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+Inferential Theory for Factor Models of Large Dimensions
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+Determining the Number of Factors in Approximate Factor Models
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+Identification and estimation of a large factor model with structural instability
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+Testing for structural breaks in dynamic factor models
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+Detecting big structural breaks in large factor models
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+Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities
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+TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS
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+Testing for factor loading structural change under common breaks
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