Sieve estimation of state-varying factor models (Q6930852)
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scientific article; zbMATH DE number 8092413
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Sieve estimation of state-varying factor models |
scientific article; zbMATH DE number 8092413 |
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Sieve estimation of state-varying factor models (English)
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12 September 2025
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factor model
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nuclear norm regularization
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sieve estimation
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specification test
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state-varying
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structural change
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