Estimation and inference of change points in high-dimensional factor models (Q2227075)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation and inference of change points in high-dimensional factor models |
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Estimation and inference of change points in high-dimensional factor models (English)
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9 February 2021
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structural changes
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high-dimensional factor models
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break point inference
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