Pages that link to "Item:Q506054"
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The following pages link to Identification and estimation of a large factor model with structural instability (Q506054):
Displayed 16 items.
- Estimation of high dimensional factor model with multiple threshold-type regime shifts (Q830479) (← links)
- Simultaneous multiple change-point and factor analysis for high-dimensional time series (Q1668579) (← links)
- Detecting irrelevant variables in possible proxies for the latent factors in macroeconomics and finance (Q1730160) (← 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)
- Editorial: Celebrating 40 years of panel data analysis: past, present and future (Q2224972) (← 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)
- Testing for the null of block zero restrictions in common factor models (Q2300345) (← links)
- Determining the number of breaks in large dimensional factor models with structural changes (Q2659950) (← links)
- Group fused Lasso for large factor models with multiple structural breaks (Q2688655) (← links)
- Quasi-maximum likelihood estimation of break point in high-dimensional factor models (Q2688659) (← links)
- A multi-step procedure to determine the number of factors in large approximate factor models (Q5078883) (← links)
- Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components (Q5870780) (← links)
- Shrinkage estimation of multiple threshold factor models (Q6108331) (← links)
