On time-varying factor models : estimation and testing
Liangjun Su, Xia Wang
| Year of publication: |
May 2017
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|---|---|
| Authors: | Su, Liangjun ; Wang, Xia |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 198.2017, 1, p. 84-101
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| Subject: | Factor model | Information criterion | Local principal component | Local smoothing | Structural change | Test | Time-varying parameter | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Faktorenanalyse | Factor analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2016.12.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011818370