Testing for factor loading structural change under common breaks (Q496159)
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scientific article; zbMATH DE number 6483279
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| default for all languages | No label defined |
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| English | Testing for factor loading structural change under common breaks |
scientific article; zbMATH DE number 6483279 |
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Testing for factor loading structural change under common breaks (English)
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18 September 2015
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factor model
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principal components
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common breaks
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spurious factors
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nonmonotonic power
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0.9008404016494752
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0.8957563638687134
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0.8783630132675171
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0.8587868809700012
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0.8501698970794678
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