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TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS - MaRDI portal

TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS (Q3453252)

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TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS
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    title
    TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS (English)
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    author
    X. Han
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    Atsushi Inoue
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    publication date
    20 November 2015
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    Mathematics Subject Classification ID
    62P20
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    62H25
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    62H15
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    62M10
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    zbMATH DE Number
    6512599
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    OpenAlex ID
    W3121527236
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