TESTING FOR STRUCTURAL CHANGES IN FACTOR MODELS VIA A NONPARAMETRIC REGRESSION (Q5859565): 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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+Tests for Parameter Instability and Structural Change With Unknown Change Point
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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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+Consistent factor estimation in dynamic factor models with structural instability
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+Testing for structural breaks in dynamic factor models
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+Trending time-varying coefficient time series models with serially correlated errors
+Normal rank
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+Semiparametric trending panel data models with cross-sectional dependence
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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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+Testing for structural stability of factor augmented forecasting models
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+Large Covariance Estimation by Thresholding Principal Orthogonal Complements
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+Bandwidth Selection in Nonparametric Kernel Testing
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+TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS
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+Q3428623
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+Normal rank
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+Estimation of large dimensional factor models with an unknown number of breaks
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+Consistent estimation of time-varying loadings in high-dimensional factor models
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+Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects
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+LOCALLY STATIONARY FACTOR MODELS: IDENTIFICATION AND NONPARAMETRIC ESTIMATION
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+Testing Hypotheses About the Number of Factors in Large Factor Models
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+Nonparametric trending regression with cross-sectional dependence
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+Forecasting Using Principal Components From a Large Number of Predictors
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+TESTING HOMOGENEITY IN PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS
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+Specification test for panel data models with interactive fixed effects
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+On time-varying factor models: estimation and testing
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+Optimal Bandwidth Selection in Heteroskedasticity–Autocorrelation Robust Testing
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+Testing for factor loading structural change under common breaks
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