TESTING FOR STRUCTURAL CHANGES IN FACTOR MODELS VIA A NONPARAMETRIC REGRESSION (Q5859565)

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scientific article; zbMATH DE number 7334500
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TESTING FOR STRUCTURAL CHANGES IN FACTOR MODELS VIA A NONPARAMETRIC REGRESSION
scientific article; zbMATH DE number 7334500

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    TESTING FOR STRUCTURAL CHANGES IN FACTOR MODELS VIA A NONPARAMETRIC REGRESSION (English)
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    16 April 2021
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    nonparametric regression
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    testing for structural changes
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    factor model
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