Test for parameter instability in dynamic factor models
Year of publication: |
October 2015
|
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Authors: | Han, Xu ; Inoue, Atsushi |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 31.2015, 5, p. 1117-1152
|
Subject: | Faktorenanalyse | Factor analysis | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Statistischer Test | Statistical test | Schätzung | Estimation | Statistische Methodenlehre | Statistical theory |
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