Pages that link to "Item:Q496159"
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The following pages link to Testing for factor loading structural change under common breaks (Q496159):
Displayed 11 items.
- Least squares estimation of large dimensional threshold factor models (Q506056) (← 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)
- Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models (Q1755119) (← 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)
- Estimation and inference of change points in high-dimensional factor models (Q2227075) (← links)
- On time-varying factor models: estimation and testing (Q2294514) (← links)
- Testing for the null of block zero restrictions in common factor models (Q2300345) (← links)
- TESTING FOR STRUCTURAL CHANGES IN FACTOR MODELS VIA A NONPARAMETRIC REGRESSION (Q5859565) (← links)
- A modified confidence set for the structural break date in linear regression models (Q5860889) (← links)