Estimating and testing high dimensional factor models with multiple structural changes (Q2224981)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating and testing high dimensional factor models with multiple structural changes |
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Estimating and testing high dimensional factor models with multiple structural changes (English)
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4 February 2021
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factor model
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multiple changes
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model selection
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panel data
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