Testing for time-varying factor loadings in high-dimensional factor models (Q5867577)
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 7584735
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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
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
0 references
0 references
0 references
