On time-varying factor models: estimation and testing (Q2294514)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On time-varying factor models: estimation and testing |
scientific article |
Statements
On time-varying factor models: estimation and testing (English)
0 references
11 February 2020
0 references
factor model
0 references
information criterion
0 references
local principal component
0 references
local smoothing
0 references
structural change
0 references
test
0 references
time-varying parameter
0 references
0 references
0 references
