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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

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Publication:6664647

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DOI10.1016/j.jeconom.2024.105745MaRDI QIDQ6664647

Xu Han, Jiangtao Duan, Jushan Bai

Publication date: 16 January 2025

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

structural breaks LR test high-dimensional factor models

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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