Pages that link to "Item:Q2451804"

The following pages link to Testing for structural stability of factor augmented forecasting models (Q2451804):

Displaying 14 items.

• Identification and estimation of a large factor model with structural instability (Q506054) (← links)
• Simultaneous multiple change-point and factor analysis for high-dimensional time series (Q1668579) (← links)
• Testing for common breaks in a multiple equations system (Q1745616) (← links)
• On testing for structural break of coefficients in factor-augmented regression models (Q1786799) (← links)
• Estimation of large dimensional factor models with an unknown number of breaks (Q1792477) (← links)
• Sequential testing for structural stability in approximate factor models (Q2186663) (← links)
• Estimating and testing high dimensional factor models with multiple structural changes (Q2224981) (← links)
• Estimation and inference of change points in high-dimensional factor models (Q2227075) (← links)
• On time-varying factor models: estimation and testing (Q2294514) (← links)
• Bootstrapping factor-augmented regression models (Q2451810) (← links)
• Group fused Lasso for large factor models with multiple structural breaks (Q2688655) (← links)
• Testing for structural changes in large dimensional factor models via discrete Fourier transform (Q2688666) (← links)
• TESTING FOR STRUCTURAL CHANGES IN FACTOR MODELS VIA A NONPARAMETRIC REGRESSION (Q5859565) (← links)
• Testing for time-varying factor loadings in high-dimensional factor models (Q5867577) (← links)