Detecting big structural breaks in large factor models (Q469568)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Detecting big structural breaks in large factor models |
scientific article |
Statements
Detecting big structural breaks in large factor models (English)
0 references
11 November 2014
0 references
structural break
0 references
large factor model
0 references
factor loadings
0 references
principal components
0 references
0 references
0 references
0 references
0 references
