Disentangling structural breaks in high dimensional factor models

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Bibliographic Details

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:	Factor space structural instability breaks principal components dynamic factor models Graue Literatur
Source:	Verbunddaten SWB Lizenzfreie Online-Ressourcen