Testing for factor loading structural change under common breaks (Q496159)
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scientific article; zbMATH DE number 6483279
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for factor loading structural change under common breaks |
scientific article; zbMATH DE number 6483279 |
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Testing for factor loading structural change under common breaks (English)
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18 September 2015
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factor model
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principal components
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common breaks
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spurious factors
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nonmonotonic power
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