Testing for structural changes in large dimensional factor models via discrete Fourier transform
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Publication:2688666
DOI10.1016/j.jeconom.2022.06.005OpenAlexW4289948038MaRDI QIDQ2688666
Publication date: 3 March 2023
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2022.06.005
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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