Pages that link to "Item:Q5867577"
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The following pages link to Testing for time-varying factor loadings in high-dimensional factor models (Q5867577):
Displaying 4 items.
- Estimating and testing high dimensional factor models with multiple structural changes (Q2224981) (← links)
- Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components (Q5870780) (← links)
- Robust high-dimensional alpha test for conditional time-varying factor models (Q6044817) (← links)
- Testing for sparse idiosyncratic components in factor-augmented regression models (Q6664624) (← links)