Determining the number of breaks in large dimensional factor models with structural changes (Q2659950)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Determining the number of breaks in large dimensional factor models with structural changes |
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Determining the number of breaks in large dimensional factor models with structural changes (English)
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29 March 2021
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information criterion
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large dimensional factor models
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structural changes
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number of breaks
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sequential estimation
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