Dynamic Semiparametric Factor Model with Structural Breaks
Year of publication: |
2018
|
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Authors: | Chen, Likai |
Other Persons: | Wang, Weining (contributor) ; Wu, Wei Biao (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Strukturbruch | Structural break | Faktorenanalyse | Factor analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Theorie | Theory | Schätzung | Estimation |
Extent: | 1 Online-Ressource (32 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 28, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3131684 [DOI] |
Classification: | C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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