Testing for time-varying factor loadings in high-dimensional factor models (Q5867577)

From MaRDI portal
scientific article; zbMATH DE number 7584735
Language Label Description Also known as
English
Testing for time-varying factor loadings in high-dimensional factor models
scientific article; zbMATH DE number 7584735

    Statements

    Testing for time-varying factor loadings in high-dimensional factor models (English)
    0 references
    0 references
    14 September 2022
    0 references
    factor model
    0 references
    principal component
    0 references
    structural change
    0 references
    test
    0 references
    0 references
    0 references
    0 references

    Identifiers