Quasi-maximum likelihood estimation of break point in high-dimensional factor models

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Publication:2688659

DOI10.1016/j.jeconom.2021.12.011OpenAlexW4220882529MaRDI QIDQ2688659

Jushan Bai, Jiangtao Duan, X. Han

Publication date: 3 March 2023

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

Full work available at URL: https://arxiv.org/abs/2102.12666




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