Detecting big structural breaks in large factor models
Year of publication: |
2013
|
---|---|
Authors: | Chen, Liang ; Dolado, Juan J. ; Gonzalo, Jesús |
Publisher: |
Oxford : Univ. of Oxford, Dep. of Economics |
Subject: | Strukturbruch | Structural break | Faktorenanalyse | Factor analysis | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Schätzung | Estimation |
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