Pages that link to "Item:Q506056"
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The following pages link to Least squares estimation of large dimensional threshold factor models (Q506056):
Displaying 9 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)
- 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)
- Group fused Lasso for large factor models with multiple structural breaks (Q2688655) (← links)
- Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components (Q5870780) (← links)
- Shrinkage estimation of multiple threshold factor models (Q6108331) (← links)
- Determining the number of change-points in high-dimensional factor models by cross-validation with matrix completion (Q6140019) (← links)
