Estimating and testing high dimensional factor models with multiple structural changes (Q2224981)
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scientific article; zbMATH DE number 7306278
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Estimating and testing high dimensional factor models with multiple structural changes |
scientific article; zbMATH DE number 7306278 |
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Estimating and testing high dimensional factor models with multiple structural changes (English)
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4 February 2021
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factor model
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multiple changes
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model selection
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panel data
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0.91410744
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0.9070045
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0.90684295
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0.90467596
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0.90039134
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0.89884126
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0.89834225
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0.8974209
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