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Disentangling structural breaks in high dimensional factor models

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Authors and Corporations: Koo, Bonsoo (Author), Wong, Benjamin (Author), Zhong, Ze-Yu (Author)
Other Authors: Wong, Benjamin [Author] • Zhong, Ze-Yu [Author]
Type of Resource: E-Book
Language: English
published:
Canberra Australian National University, Crawford School of Public Policy 2023
Series: Australian National University: CAMA working paper series ; 2023, 15 (March 2023)
Subjects:
Source: Verbunddaten SWB
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