Estimating the common break date in large factor models (Q500594): Difference between revisions
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| Property / author: Liang Chen / rank | |||
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| Property / Mathematics Subject Classification ID: 62H25 / rank | |||
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| Property / zbMATH DE Number: 6489320 / rank | |||
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structural break | |||
| Property / zbMATH Keywords: structural break / rank | |||
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large factor models | |||
| Property / zbMATH Keywords: large factor models / rank | |||
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factor loadings | |||
| Property / zbMATH Keywords: factor loadings / rank | |||
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Revision as of 01:12, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating the common break date in large factor models |
scientific article |
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Estimating the common break date in large factor models (English)
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5 October 2015
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structural break
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large factor models
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factor loadings
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