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Jump factor models in large cross‐sections
Li, Jia, (2019)
Dynamic Hierarchical Factor Models
Mönch, Emanuel, (2011)
On Bootstrapping Panel Factor Series - Extended Version
Trapani, Lorenzo, (2012)
Estimation of a change point in multiple regression models
Bai, Jushan, (1997)
A note on spurious break
Bai, Jushan, (1998)
Likelihood ratio tests for multiple structural changes
Bai, Jushan, (1999)