Testing for structural breaks in dynamic factor models (Q737946)
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scientific article; zbMATH DE number 6616566
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for structural breaks in dynamic factor models |
scientific article; zbMATH DE number 6616566 |
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Testing for structural breaks in dynamic factor models (English)
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12 August 2016
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structural break
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factor model
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LM test
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