Pages that link to "Item:Q2042290"
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The following pages link to Robust test for structural instability in dynamic factor models (Q2042290):
Displaying 4 items.
- Structural stability tests in the linear regression model when the regressors have roots local to unity (Q673201) (← links)
- Sequential change point test in the presence of outliers: the density power divergence based approach (Q2044423) (← links)
- REEXAMINATION OF THE ROBUSTNESS OF THE FAMA-FRENCH THREE-FACTOR MODEL (Q2967845) (← links)
- Robust high-dimensional alpha test for conditional time-varying factor models (Q6044817) (← links)