Shrinkage estimation of high-dimensional factor models with structural instabilities

Xu Cheng; Zhipeng Liao; Frank Schorfheide

Year of publication:	2014
Authors:	Cheng, Xu ; Liao, Zhipeng ; Schorfheide, Frank
Publisher:	Cambridge, Mass.
Subject:	Faktorenanalyse \| Factor analysis \| Schätztheorie \| Estimation theory \| Strukturbruch \| Structural break \| Theorie \| Theory \| Schätzung \| Estimation \| Wirtschaftskrise \| Economic crisis \| USA \| United States \| 2007-2012

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