Pages that link to "Item:Q737946"

The following pages link to Testing for structural breaks in dynamic factor models (Q737946):

Displaying 44 items.

• Detecting big structural breaks in large factor models (Q469568) (← links)
• Testing for factor loading structural change under common breaks (Q496159) (← links)
• Estimating the common break date in large factor models (Q500594) (← links)
• Identification and estimation of a large factor model with structural instability (Q506054) (← links)
• Least squares estimation of large dimensional threshold factor models (Q506056) (← links)
• On the determination of the number of factors using information criteria with data-driven penalty (Q513695) (← links)
• Testing economic convergence in non-stationary panel (Q518889) (← links)
• Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso (Q898588) (← links)
• Estimation of heterogeneous panels with structural breaks (Q898593) (← links)
• Factor-based forecasting in the presence of outliers: are factors better selected and estimated by the median than by the mean? (Q905382) (← links)
• Simultaneous multiple change-point and factor analysis for high-dimensional time series (Q1668579) (← links)
• Consistent estimation of time-varying loadings in high-dimensional factor models (Q1739877) (← 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)
• 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)
• Nonparametric estimation of large covariance matrices with conditional sparsity (Q2024473) (← links)
• Mortality forecasting using factor models: time-varying or time-invariant factor loadings? (Q2034144) (← links)
• Robust test for structural instability in dynamic factor models (Q2042290) (← links)
• Boosting high dimensional predictive regressions with time varying parameters (Q2043255) (← links)
• Estimating change-point latent factor models for high-dimensional time series (Q2059427) (← 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)
• Testing for the null of block zero restrictions in common factor models (Q2300345) (← links)
• Testing and estimating change-points in the covariance matrix of a high-dimensional time series (Q2306269) (← links)
• Testing for structural stability of factor augmented forecasting models (Q2451804) (← links)
• Consistent factor estimation in dynamic factor models with structural instability (Q2453088) (← 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)
• Testing for structural changes in large dimensional factor models via discrete Fourier transform (Q2688666) (← links)
• ESTIMATION OF CHANGE-POINTS IN LINEAR AND NONLINEAR TIME SERIES MODELS (Q2801992) (← links)
• TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS (Q3453252) (← links)
• TESTING FOR STRUCTURAL CHANGES IN FACTOR MODELS VIA A NONPARAMETRIC REGRESSION (Q5859565) (← links)
• Local power of panel unit root tests allowing for structural breaks (Q5864633) (← links)
• A state-space approach to time-varying reduced-rank regression (Q5867576) (← links)
• Testing for time-varying factor loadings in high-dimensional factor models (Q5867577) (← links)
• Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components (Q5870780) (← links)
• Comments on: ``Extensions of some classical methods in change point analysis'' (Q5971367) (← links)
• A CROSS-SECTIONAL METHOD FOR RIGHT-TAILED PANIC TESTS UNDER A MODERATELY LOCAL TO UNITY FRAMEWORK (Q6042900) (← 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)
• The likelihood ratio test for structural changes in factor models (Q6193072) (← links)