Testing for structural changes in factor models via a nonparametric regression (Q5859565)
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scientific article; zbMATH DE number 7334500
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| English | Testing for structural changes in factor models via a nonparametric regression |
scientific article; zbMATH DE number 7334500 |
Statements
TESTING FOR STRUCTURAL CHANGES IN FACTOR MODELS VIA A NONPARAMETRIC REGRESSION (English)
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16 April 2021
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nonparametric regression
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testing for structural changes
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factor model
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0.8836687803268433
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0.8783630132675171
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0.8677465915679932
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0.8611578941345215
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0.8585124015808105
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