Disentangling structural breaks in high dimensional factor models
Bonsoo Koo, Benjamin Wong, Ze-Yu Zhong
| Year of publication: |
2023
|
|---|---|
| Authors: | Koo, Bonsoo ; Wong, Benjamin ; Zhong, Ze-Yu |
| Publisher: |
Canberra : Australian National University, Crawford School of Public Policy |
| Subject: | Factor space | structural instability | breaks | principal components | dynamic factor models | Strukturbruch | Structural break | Faktorenanalyse | Factor analysis | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Dynamische Wirtschaftstheorie | Economic dynamics | Hauptkomponentenanalyse | Principal component analysis | Panel | Panel study |
freely available
| Extent: | 1 Online-Ressource (circa 37 Seiten) Illustrationen |
|---|---|
| Series: | CAMA working paper series. - Canberra : [Verlag nicht ermittelbar], ZDB-ID 2468679-7. - Vol. 2023, 15 (March 2023) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014266817