Estimating and testing high dimensional factor models with multiple structural changes
Year of publication: |
2016-03-01
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Authors: | Baltagi, Badi H. ; Kao, Chihwa ; Wang, Fa |
Type of publication: | Book / Working Paper |
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Language: | English |
Notes: | Baltagi, Badi H. and Kao, Chihwa and Wang, Fa (2016): Estimating and testing high dimensional factor models with multiple structural changes. |
Classification: | C13 - Estimation ; C33 - Models with Panel Data |
Source: | BASE |
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