Detecting big structural breaks in large factor models

Liang Chen; Juan J. Dolado; Jesús Gonzalo

Year of publication:	2014
Authors:	Chen, Liang ; Dolado, Juan J. ; Gonzalo, Jesús
Published in:	Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 180.2014, 1, p. 30-48
Subject:	Structural break \| Large factor model \| Factor loadings \| Principal components \| Strukturbruch \| Faktorenanalyse \| Factor analysis \| Theorie \| Theory \| Zeitreihenanalyse \| Time series analysis \| Schätzung \| Estimation

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