Detecting big structural breaks in large factor models
Year of publication: |
2011-06-08
|
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Authors: | Chen, Liang ; Dolado, Juan Jose ; Gonzalo, Jesus |
Type of publication: | Book / Working Paper |
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Language: | English |
Notes: | Chen, Liang and Dolado, Juan Jose and Gonzalo, Jesus (2011): Detecting big structural breaks in large factor models. |
Classification: | C12 - Hypothesis Testing ; C33 - Models with Panel Data |
Source: | BASE |
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