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Identifying common and idiosyncratic explosive behaviors in the large dimensional factor model with an application to U.S. state-level house prices - MaRDI portal

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Identifying common and idiosyncratic explosive behaviors in the large dimensional factor model with an application to U.S. state-level house prices (Q6561134)

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scientific article; zbMATH DE number 7870591
Language Label Description Also known as
English
Identifying common and idiosyncratic explosive behaviors in the large dimensional factor model with an application to U.S. state-level house prices
scientific article; zbMATH DE number 7870591

    Statements

    title
    Identifying common and idiosyncratic explosive behaviors in the large dimensional factor model with an application to U.S. state-level house prices (English)
    0 references
    author
    Q6042899
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    Yohei Yamamoto
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    publication date
    24 June 2024
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    zbMATH Keywords
    explosive behaviors
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    date-stamping
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    large dimensional factor model
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    state-level house price index
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    Identifiers

    Mathematics Subject Classification ID
    62P20
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    62M10
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    62H25
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    zbMATH DE Number
    7870591
    0 references
    DOI
    10.1515/JEM-2022-0017
    0 references
     
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