Estimation of high dimensional factor model with multiple threshold-type regime shifts (Q830479)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Estimation of high dimensional factor model with multiple threshold-type regime shifts |
scientific article; zbMATH DE number 7345837
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of high dimensional factor model with multiple threshold-type regime shifts |
scientific article; zbMATH DE number 7345837 |
Statements
Estimation of high dimensional factor model with multiple threshold-type regime shifts (English)
0 references
7 May 2021
0 references
high dimensional factor models
0 references
least squares estimation
0 references
multiple regime shifts
0 references
number of thresholds
0 references
thresholds
0 references
