Structural changes in high dimensional factor models
Jushan Bai, Xu Han
| Year of publication: |
March 2016
|
|---|---|
| Authors: | Bai, Jushan ; Han, Xu |
| Published in: |
Frontiers of economics in China : selected publications from Chinese universities. - Beijing : Higher Education Press, ISSN 1673-3444, ZDB-ID 2295851-4. - Vol. 11.2016, 1, p. 9-39
|
| Subject: | factor models | structural changes | break date | Strukturwandel | Structural change | Faktorenanalyse | Factor analysis | Strukturbruch | Structural break | 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: | 10.3868/s060-005-016-0003-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011473561