A robust residual-based test for structural changes in factor models (Q6930867)
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scientific article; zbMATH DE number 8092400
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| English | A robust residual-based test for structural changes in factor models |
scientific article; zbMATH DE number 8092400 |
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A robust residual-based test for structural changes in factor models (English)
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12 September 2025
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factor model
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structural change
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residual-based test
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serial correlation
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cross-sectional dependence
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