Determining the number of breaks in large dimensional factor models with structural changes (Q2659950)
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: Determining the number of breaks in large dimensional factor models with structural changes |
scientific article; zbMATH DE number 7328749
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Determining the number of breaks in large dimensional factor models with structural changes |
scientific article; zbMATH DE number 7328749 |
Statements
Determining the number of breaks in large dimensional factor models with structural changes (English)
0 references
29 March 2021
0 references
information criterion
0 references
large dimensional factor models
0 references
structural changes
0 references
number of breaks
0 references
sequential estimation
0 references
0.8954813480377197
0 references
0.8740234375
0 references
0.8723636865615845
0 references
0.85880047082901
0 references
0.8582037687301636
0 references
