Determining the number of breaks in large dimensional factor models with structural changes
Lu Wang, Ruichao Zhou, Jianhong Wu
| Year of publication: |
2021
|
|---|---|
| Authors: | Wang, Lu ; Zhou, Ruichao ; Wu, Jianhong |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 199.2021, p. 1-4
|
| Subject: | Information criterion | Large dimensional factor models | Structural changes | The number of breaks | Faktorenanalyse | Factor analysis | Strukturwandel | Structural change | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2020.109707 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012605871