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Least squares estimation of large dimensional threshold factor models - MaRDI portal

Least squares estimation of large dimensional threshold factor models (Q506056)

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scientific article; zbMATH DE number 6678881
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Least squares estimation of large dimensional threshold factor models
scientific article; zbMATH DE number 6678881

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    Least squares estimation of large dimensional threshold factor models (English)
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    30 January 2017
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    large threshold factor model
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    least squares estimation
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    model selection
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    linearity testing
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    connectedness
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