Estimating the common break date in large factor models (Q500594)
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scientific article; zbMATH DE number 6489320
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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