Pages that link to "Item:Q2453088"
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The following pages link to Consistent factor estimation in dynamic factor models with structural instability (Q2453088):
Displayed 28 items.
- Detecting big structural breaks in large factor models (Q469568) (← links)
- Testing for factor loading structural change under common breaks (Q496159) (← links)
- Identification and estimation of a large factor model with structural instability (Q506054) (← links)
- Least squares estimation of large dimensional threshold factor models (Q506056) (← links)
- Estimation of high dimensional factor model with multiple threshold-type regime shifts (Q830479) (← links)
- Simultaneous multiple change-point and factor analysis for high-dimensional time series (Q1668579) (← links)
- Consistent estimation of time-varying loadings in high-dimensional factor models (Q1739877) (← links)
- On testing for structural break of coefficients in factor-augmented regression models (Q1786799) (← links)
- Estimation of large dimensional factor models with an unknown number of breaks (Q1792477) (← links)
- In search for yield? Survey-based evidence on bank risk taking (Q1994540) (← links)
- Boosting high dimensional predictive regressions with time varying parameters (Q2043255) (← links)
- Sequential testing for structural stability in approximate factor models (Q2186663) (← links)
- A time-varying diffusion index forecasting model (Q2208686) (← links)
- Estimating and testing high dimensional factor models with multiple structural changes (Q2224981) (← links)
- Estimation and inference of change points in high-dimensional factor models (Q2227075) (← links)
- On time-varying factor models: estimation and testing (Q2294514) (← links)
- Time-varying general dynamic factor models and the measurement of financial connectedness (Q2658788) (← links)
- Group fused Lasso for large factor models with multiple structural breaks (Q2688655) (← links)
- Testing for structural changes in large dimensional factor models via discrete Fourier transform (Q2688666) (← links)
- MODELING LONGEVITY RISK WITH GENERALIZED DYNAMIC FACTOR MODELS AND VINE-COPULAE (Q4563765) (← 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)
- Testing for time-varying factor loadings in high-dimensional factor models (Q5867577) (← links)
- Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components (Q5870780) (← links)
- Specification tests for time-varying coefficient models (Q6108274) (← links)
- Identification of Time-Varying Factor Models (Q6150349) (← links)
- The likelihood ratio test for structural changes in factor models (Q6193072) (← links)
- Time-varying forecast combination for factor-augmented regressions with smooth structural changes (Q6199635) (← links)