Testing for structural breaks in dynamic factor models

DOI10.1016/j.jeconom.2010.11.008zbMath1441.62615OpenAlexW2000310113MaRDI QIDQ737946

Jörg Breitung, Sandra Eickmeier

Publication date: 12 August 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10419/27659

zbMATH Keywords

LM teststructural breakfactor model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Factor analysis and principal components; correspondence analysis (62H25)

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