Pages that link to "Item:Q5859565"
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The following pages link to TESTING FOR STRUCTURAL CHANGES IN FACTOR MODELS VIA A NONPARAMETRIC REGRESSION (Q5859565):
Displaying 11 items.
- A time-varying diffusion index forecasting model (Q2208686) (← links)
- Change-point detection for the link function in a single-index model (Q2670772) (← links)
- Testing for structural changes in large dimensional factor models via discrete Fourier transform (Q2688666) (← links)
- Testing for time-varying factor loadings in high-dimensional factor models (Q5867577) (← 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)
- Estimation and Inference on Time-Varying FAVAR Models (Q6626221) (← links)
- Changes in the span of systematic risk exposures (Q6646160) (← links)
- Testing for sparse idiosyncratic components in factor-augmented regression models (Q6664624) (← links)
- Reprint of: The likelihood ratio test for structural changes in factor models (Q6664647) (← links)
- Estimating and testing for smooth structural changes in moment condition models (Q6664671) (← links)
