Showing 1 - 10 of 16
Persistent link: https://www.econbiz.de/10000634133
Persistent link: https://www.econbiz.de/10003806862
Persistent link: https://www.econbiz.de/10009007612
Persistent link: https://www.econbiz.de/10001437550
Persistent link: https://www.econbiz.de/10001243554
Persistent link: https://www.econbiz.de/10001157487
This paper considers multiple changes in the factor loadings of a high dimensional factor model occurring at dates that are unknown but common to all subjects. Since the factors are unobservable, the problem is converted to estimating and testing structural changes in the second moments of the...
Persistent link: https://www.econbiz.de/10012842360
Persistent link: https://www.econbiz.de/10012618518
Persistent link: https://www.econbiz.de/10011687505
Persistent link: https://www.econbiz.de/10012101447