Group fused Lasso for large factor models with multiple structural breaks
Chenchen Ma, Yundong Tu
| Year of publication: |
2023
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|---|---|
| Authors: | Ma, Chenchen ; Tu, Yundong |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 233.2023, 1, p. 132-154
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| Subject: | Group fused Lasso | High dimensional factor models | Information criterion | Structural breaks | Strukturbruch | Structural break | Faktorenanalyse | Factor analysis | 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.jeconom.2022.02.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014340971