Testing for structural changes in large dimensional factor models via discrete Fourier transform (Q2688666)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for structural changes in large dimensional factor models via discrete Fourier transform |
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Testing for structural changes in large dimensional factor models via discrete Fourier transform (English)
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3 March 2023
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discrete Fourier transform
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factor model
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global power
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local power
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structural change
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