Detecting big structural breaks in large factor models
From MaRDI portal
Publication:469568
DOI10.1016/j.jeconom.2014.01.006zbMath1298.62145MaRDI QIDQ469568
Jesús Gonzalo, Juan J. Dolado, Liang Chen
Publication date: 11 November 2014
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2014.01.006
62H25: Factor analysis and principal components; correspondence analysis
62M07: Non-Markovian processes: hypothesis testing
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