Robust test for structural instability in dynamic factor models (Q2042290)
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scientific article; zbMATH DE number 7375775
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust test for structural instability in dynamic factor models |
scientific article; zbMATH DE number 7375775 |
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Robust test for structural instability in dynamic factor models (English)
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28 July 2021
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high-dimensional time series
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dynamic factor models
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minimum density power divergence
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parameter change test
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outliers
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