Pages that link to "Item:Q1652946"
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The following pages link to Estimation and inference of dynamic structural factor models with over-identifying restrictions (Q1652946):
Displaying 3 items.
- Large-dimensional dynamic factor models: estimation of impulse-response functions with I(1) cointegrated factors (Q2658756) (← links)
- The likelihood ratio test for structural changes in factor models (Q6193072) (← links)
- Reprint of: The likelihood ratio test for structural changes in factor models (Q6664647) (← links)