Detecting big structural breaks in large factor models (Q469568)
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scientific article; zbMATH DE number 6368009
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Detecting big structural breaks in large factor models |
scientific article; zbMATH DE number 6368009 |
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Detecting big structural breaks in large factor models (English)
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11 November 2014
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structural break
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large factor model
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factor loadings
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principal components
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