Least squares estimation of large dimensional threshold factor models
Daniele Massacci
| Year of publication: |
March 2017
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|---|---|
| Authors: | Massacci, Daniele |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 197.2017, 1, p. 101-129
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| Subject: | Large threshold factor model | Least squares estimation | Model selection | Linearity testing | Connectedness | Schätztheorie | Estimation theory | Faktorenanalyse | Factor analysis | Prognoseverfahren | Forecasting model | Kleinste-Quadrate-Methode | Least squares method |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2016.11.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011818348