Narrow search
Showing 1 - 5 of 5
Cover Image
Tests for overidentifying restrictions in Factor-Augmented VAR models
Han, Xu - In: Journal of econometrics 184 (2015) 2, pp. 394-419
Persistent link: https://www.econbiz.de/10011339283
Cover Image
Estimation and inference of dynamic structural factor models with over-identifying restrictions
Han, Xu - In: Journal of econometrics 202 (2018) 2, pp. 125-147
Persistent link: https://www.econbiz.de/10011974557
Cover Image
Quasi-maximum likelihood estimation of break point in high-dimensional factor models
Duan, Jiangtao; Bai, Jushan; Han, Xu - In: Journal of econometrics 233 (2023) 1, pp. 209-236
Persistent link: https://www.econbiz.de/10014340997
Cover Image
Estimation and inference of change points in high-dimensional factor models
Bai, Jushan; Han, Xu; Shi, Yutang - In: Journal of econometrics 219 (2020) 1, pp. 66-100
Persistent link: https://www.econbiz.de/10012483190
Cover Image
The likelihood ratio test for structural changes in factor models
Bai, Jushan; Duan, Jiangtao; Han, Xu - In: Journal of econometrics 238 (2024) 2, pp. 1-23
Persistent link: https://www.econbiz.de/10015073952