Estimation of large dimensional factor models with an unknown number of breaks (Q1792477)
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scientific article; zbMATH DE number 6952480
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of large dimensional factor models with an unknown number of breaks |
scientific article; zbMATH DE number 6952480 |
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Estimation of large dimensional factor models with an unknown number of breaks (English)
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12 October 2018
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break point
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factor model
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fused Lasso
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group Lasso
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information criterion
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principal component
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structural change
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super-consistency
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time-varying parameter
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