Testing for structural changes in factor models via a nonparametric regression
Year of publication: |
2020
|
---|---|
Authors: | Su, Liangjun ; Wang, Xia |
Subject: | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics | Regressionsanalyse | Regression analysis | Faktorenanalyse | Factor analysis |
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