Estimating the common break date in large factor models
Liang Chen
| Year of publication: |
June 2015
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|---|---|
| Authors: | Chen, Liang |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 131.2015, p. 70-74
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| Subject: | Structural break | Large factor models | Factor loadings | Strukturbruch | Faktorenanalyse | Factor analysis | Schätzung | Estimation | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2015.03.037 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011422650