Dynamic semiparametric factor model with structural breaks
Likai Chen, Weining Wang, and Wei Biao Wu
| Year of publication: |
2021
|
|---|---|
| Authors: | Chen, Likai ; Wang, Weining ; Wu, Wei Biao |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 39.2021, 3, p. 757-771
|
| Subject: | Change-point analysis | High-dimensional time series | Temporal and cross-sectional dependency | Vector autoregressive process | Zeitreihenanalyse | Time series analysis | Strukturbruch | Structural break | Faktorenanalyse | Factor analysis | VAR-Modell | VAR model | Nichtparametrisches Verfahren | Nonparametric statistics | Theorie | Theory | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2020.1730857 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012587979