Identification and estimation of a large factor model with structural instability (Q506054)
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scientific article; zbMATH DE number 6678880
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| English | Identification and estimation of a large factor model with structural instability |
scientific article; zbMATH DE number 6678880 |
Statements
Identification and estimation of a large factor model with structural instability (English)
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30 January 2017
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high-dimensional factor model
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structural change
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rate of convergence
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number of factors
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model selection
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factor space
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panel data
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0.883111298084259
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0.8820733428001404
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0.8792597651481628
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0.8740234375
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0.8653895854949951
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