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

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