Threshold factor models for high-dimensional time series
Xialu Liu, Rong Chen
| Year of publication: |
2020
|
|---|---|
| Authors: | Liu, Xialu ; Chen, Rong |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 216.2020, 1, p. 53-70
|
| Subject: | Factor model | High-dimensional time series | Non-stationary process | Threshold variable | Zeitreihenanalyse | Time series analysis | Faktorenanalyse | Factor analysis | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2020.01.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012439636