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The likelihood ratio test for structural changes in factor models - MaRDI portal

The likelihood ratio test for structural changes in factor models (Q6193072)

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scientific article; zbMATH DE number 7803969
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English
The likelihood ratio test for structural changes in factor models
scientific article; zbMATH DE number 7803969

    Statements

    title
    The likelihood ratio test for structural changes in factor models (English)
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    author
    Jushan Bai
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    Jiangtao Duan
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    Q6046671
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    publication date
    13 February 2024
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    zbMATH Keywords
    high-dimensional factor models
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    structural breaks
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    LR test
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    cites work

    Identifiers

    arXiv ID
    2206.08052
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    zbMATH DE Number
    7803969
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