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Nonmonotonic power
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Testing for speculative bubbles in lLarge-dimensional financial panel data sets
Horie, Tetsushi
;
Yamamoto, Yohei
-
2016
Persistent link: https://www.econbiz.de/10011549886
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2
Testing for factor loading structural change under common breaks
Yamamoto, Yohei
;
Tanaka, Shinya
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2013
Persistent link: https://www.econbiz.de/10010221269
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3
Testing for factor loading structural change under common breaks
Yamamoto, Yohei
;
Tanaka, Shinya
- In:
Journal of econometrics
189
(
2015
)
1
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pp. 187-206
Persistent link: https://www.econbiz.de/10011502515
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