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~person:"Shi, Shuzhong"
~person:"Shi, Yutang"
~subject:"Structural break"
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Shi, Shuzhong
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Bai, Jushan
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Estimation and inference of change points in high-dimensional factor models
Bai, Jushan
;
Han, Xu
;
Shi, Yutang
- In:
Journal of econometrics
219
(
2020
)
1
,
pp. 66-100
Persistent link: https://www.econbiz.de/10012483190
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