Estimation of high-dimensional factor models with multiple structural changes
Lu Wang, Jianhong Wu
| Year of publication: |
2022
|
|---|---|
| Authors: | Wang, Lu ; Wu, Jianhong |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 108.2022, p. 1-11
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| Subject: | Break dates | High dimensional factor models | Structural changes | The number of breaks | Strukturbruch | Structural break | Faktorenanalyse | Factor analysis | Strukturwandel | Structural change | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2021.105743 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013347719