Pages that link to "Item:Q496159"

The following pages link to Testing for factor loading structural change under common breaks (Q496159):

Displaying 30 items.

• Detecting big structural breaks in large factor models (Q469568) (← links)
• Least squares estimation of large dimensional threshold factor models (Q506056) (← links)
• Testing for structural breaks in dynamic factor models (Q737946) (← links)
• Simultaneous multiple change-point and factor analysis for high-dimensional time series (Q1668579) (← links)
• Testing for common breaks in a multiple equations system (Q1745616) (← links)
• Testing against constant factor loading matrix with large panel high-frequency data (Q1753061) (← links)
• Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models (Q1755119) (← links)
• On testing for structural break of coefficients in factor-augmented regression models (Q1786799) (← links)
• Estimation of large dimensional factor models with an unknown number of breaks (Q1792477) (← links)
• Robust test for structural instability in dynamic factor models (Q2042290) (← links)
• Sequential testing for structural stability in approximate factor models (Q2186663) (← links)
• Estimation and inference of change points in high-dimensional factor models (Q2227075) (← links)
• On time-varying factor models: estimation and testing (Q2294514) (← links)
• Testing for the null of block zero restrictions in common factor models (Q2300345) (← links)
• Testing for structural stability of factor augmented forecasting models (Q2451804) (← links)
• Group fused Lasso for large factor models with multiple structural breaks (Q2688655) (← links)
• Quasi-maximum likelihood estimation of break point in high-dimensional factor models (Q2688659) (← links)
• Testing for structural changes in large dimensional factor models via discrete Fourier transform (Q2688666) (← links)
• Change point tests in functional factor models with application to yield curves (Q5093950) (← links)
• TESTING FOR STRUCTURAL CHANGES IN FACTOR MODELS VIA A NONPARAMETRIC REGRESSION (Q5859565) (← links)
• A modified confidence set for the structural break date in linear regression models (Q5860889) (← links)
• Testing for time-varying factor loadings in high-dimensional factor models (Q5867577) (← links)
• A CROSS-SECTIONAL METHOD FOR RIGHT-TAILED PANIC TESTS UNDER A MODERATELY LOCAL TO UNITY FRAMEWORK (Q6042900) (← links)
• Shrinkage estimation of multiple threshold factor models (Q6108331) (← links)
• The likelihood ratio test for structural changes in factor models (Q6193072) (← links)
• State-Varying Factor Models of Large Dimensions (Q6620950) (← links)
• Online change-point detection for matrix-valued time series with latent two-way factor structure (Q6621541) (← links)
• Changes in the span of systematic risk exposures (Q6646160) (← links)
• Testing for sparse idiosyncratic components in factor-augmented regression models (Q6664624) (← links)
• Reprint of: The likelihood ratio test for structural changes in factor models (Q6664647) (← links)