Estimation of high dimensional factor model with multiple threshold-type regime shifts (Q830479)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of high dimensional factor model with multiple threshold-type regime shifts |
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Estimation of high dimensional factor model with multiple threshold-type regime shifts (English)
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7 May 2021
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high dimensional factor models
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least squares estimation
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multiple regime shifts
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number of thresholds
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thresholds
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