Testing for Structural Breaks in Dynamic Factor Models
Year of publication: |
2016
|
---|---|
Authors: | Breitung, Jörg |
Other Persons: | Eickmeier, Sandra (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Strukturbruch | Structural break | Faktorenanalyse | Factor analysis | Theorie | Theory | Schätzung | Estimation |
Extent: | 1 Online-Ressource (68 p) |
---|---|
Series: | Bundesbank Series 1 Discussion Paper ; No. 2009,05 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2009 erstellt |
Other identifiers: | 10.2139/ssrn.2785334 [DOI] |
Classification: | C3 - Econometric Methods: Multiple/Simultaneous Equation Models ; C12 - Hypothesis Testing ; C01 - Econometrics |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Testing for structural breaks in dynamic factor models
Breitung, Jörg, (2009)
-
Testing for structural breaks in dynamic factor models
Breitung, Jörg, (2009)
-
Callot, Laurent, (2015)
- More ...
-
Eickmeier, Sandra, (2005)
-
Breitung, Jörg, (2005)
-
Testing for structural breaks in dynamic factor models
Breitung, Jörg, (2009)
- More ...