The likelihood ratio test for structural changes in factor models (Q6193072): 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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+Common breaks in means and variances for panel data
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+Estimation and inference of change points in high-dimensional factor models
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+Testing For and Dating Common Breaks in Multivariate Time Series
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+Determining the Number of Factors in Approximate Factor Models
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+Estimating and Testing Linear Models with Multiple Structural Changes
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+Identification and estimation of a large factor model with structural instability
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+Estimating and testing high dimensional factor models with multiple structural changes
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+Simultaneous multiple change-point and factor analysis for high-dimensional time series
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+Consistent factor estimation in dynamic factor models with structural instability
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+Combining \(p\)-values to test for multiple structural breaks in cointegrated regressions
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+Testing for structural breaks in dynamic factor models
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+Estimating the common break date in large 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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+Quasi-maximum likelihood estimation of break point in high-dimensional factor models
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+Estimation and inference of dynamic structural factor models with over-identifying restrictions
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+TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS
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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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+Automatic Lag Selection in Covariance Matrix Estimation
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+Testing jointly for structural changes in the error variance and coefficients of a linear regression model
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+Estimating and Testing Structural Changes in Multivariate Regressions
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+Forecasting Using Principal Components From a Large Number of Predictors
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+TESTING FOR STRUCTURAL CHANGES IN FACTOR MODELS VIA A NONPARAMETRIC REGRESSION
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+Testing for factor loading structural change under common breaks
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