Modelling large dimensional datasets with Markov switching factor models
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Cites work
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- scientific article; zbMATH DE number 3990600 (Why is no real title available?)
- scientific article; zbMATH DE number 3567782 (Why is no real title available?)
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- Synchronization of cycles
- Testing for structural breaks in dynamic factor models
- Testing for structural stability of factor augmented forecasting models
- Tests for parameter instability in dynamic factor models
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