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Estimating the common break date in large factor models - MaRDI portal

Estimating the common break date in large factor models (Q500594)

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scientific article; zbMATH DE number 6489320
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English
Estimating the common break date in large factor models
scientific article; zbMATH DE number 6489320

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    Estimating the common break date in large factor models (English)
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    5 October 2015
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    structural break
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    large factor models
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    factor loadings
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