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Jump factor models in large cross‐sections
Li, Jia, (2019)
The factor analytical approach in trending near unit root panels
Norkutė, Milda, (2021)
Detecting granular time series in large panels
Brownlees, Christian, (2021)
A note on spurious break
Bai, Jushan, (1998)
Likelihood ratio tests for multiple structural changes
Bai, Jushan, (1999)
Estimation of a change point in multiple regression models
Bai, Jushan, (1997)