Testing for time-varying factor loadings in high-dimensional factor models (Q5867577)
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scientific article; zbMATH DE number 7584735
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| English | Testing for time-varying factor loadings in high-dimensional factor models |
scientific article; zbMATH DE number 7584735 |
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Testing for time-varying factor loadings in high-dimensional factor models (English)
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14 September 2022
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factor model
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principal component
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structural change
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test
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