Another look into the factor model black box : factor interpretation and structural (in)stability

Thomas Despois, Catherine Doz

Year of publication:	[2019] ; This version: February 4, 2020
Authors:	Despois, Thomas ; Doz, Catherine
Publisher:	Paris : Paris School of Economics
Subject:	dynamic factor models \| factor rotation \| sparse PCA \| structural break \| Faktorenanalyse \| Factor analysis \| Strukturbruch \| Structural break \| Theorie \| Theory \| Zeitreihenanalyse \| Time series analysis \| Schätzung \| Estimation

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