Estimation of large dimensional factor models with an unknown number of breaks

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Publication:1792477

DOI10.1016/j.jeconom.2018.06.019zbMath1452.62414OpenAlexW2300519491MaRDI QIDQ1792477

Shujie Ma, Liangjun Su

Publication date: 12 October 2018

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://ink.library.smu.edu.sg/soe_research/1789




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