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

Reprint of: The likelihood ratio test for structural changes in factor models (Q6664647)

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scientific article; zbMATH DE number 7968515
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Reprint of: The likelihood ratio test for structural changes in factor models
scientific article; zbMATH DE number 7968515

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    Reprint of: The likelihood ratio test for structural changes in factor models (English)
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    16 January 2025
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    high-dimensional factor models
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    structural breaks
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    LR test
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