Estimation of large dimensional factor models with an unknown number of breaks (Q1792477)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Estimation of large dimensional factor models with an unknown number of breaks |
scientific article; zbMATH DE number 6952480
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Estimation of large dimensional factor models with an unknown number of breaks |
scientific article; zbMATH DE number 6952480 |
Statements
Estimation of large dimensional factor models with an unknown number of breaks (English)
0 references
12 October 2018
0 references
break point
0 references
factor model
0 references
fused Lasso
0 references
group Lasso
0 references
information criterion
0 references
principal component
0 references
structural change
0 references
super-consistency
0 references
time-varying parameter
0 references
0 references
0 references
0 references
0 references
0 references
0.8954813480377197
0 references
0.8846735954284668
0 references
0.8820733428001404
0 references
0.8763633370399475
0 references
0.8630730509757996
0 references
