Least squares estimation of large dimensional threshold factor models (Q506056)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6678881
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Least squares estimation of large dimensional threshold factor models |
scientific article; zbMATH DE number 6678881 |
Statements
Least squares estimation of large dimensional threshold factor models (English)
0 references
30 January 2017
0 references
large threshold factor model
0 references
least squares estimation
0 references
model selection
0 references
linearity testing
0 references
connectedness
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8284585475921631
0 references
0.7776398062705994
0 references
0.7772818803787231
0 references
0.7731221318244934
0 references
0.7704940438270569
0 references
