The likelihood ratio test for structural changes in factor models (Q6193072)
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scientific article; zbMATH DE number 7803969
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The likelihood ratio test for structural changes in factor models |
scientific article; zbMATH DE number 7803969 |
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The likelihood ratio test for structural changes in factor models (English)
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13 February 2024
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high-dimensional factor models
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structural breaks
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LR test
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