Pages that link to "Item:Q1739877"
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The following pages link to Consistent estimation of time-varying loadings in high-dimensional factor models (Q1739877):
Displaying 5 items.
- Testing for structural changes in large dimensional factor models via discrete Fourier transform (Q2688666) (← links)
- Wavelet estimation for factor models with time-varying loadings (Q5063217) (← links)
- TESTING FOR STRUCTURAL CHANGES IN FACTOR MODELS VIA A NONPARAMETRIC REGRESSION (Q5859565) (← links)
- Specification tests for time-varying coefficient models (Q6108274) (← links)
- The likelihood ratio test for structural changes in factor models (Q6193072) (← links)