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Robust test for structural instability in dynamic factor mo..:
Kim, Byungsoo
;
Song, Junmo
;
Baek, Changryong
Annals of the Institute of Statistical Mathematics. 73 (2021) 4 - p. 821-853 , 2021
Link:
https://doi.org/10.1007/s10463-020-00773-0
RT Journal T1 <Title>Robust test for structural instability in dynamic factor models</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1007_s10463-020-00773-0&Exemplar=1&LAN=DE A1 Kim, Byungsoo A1 Song, Junmo A1 Baek, Changryong PB Springer Science and Business Media LLC YR 2021 SN 0020-3157 SN 1572-9052 JF Annals of the Institute of Statistical Mathematics VO 73 IS 4 SP 821 OP 853 LK http://dx.doi.org/https://doi.org/10.1007/s10463-020-00773-0 DO https://doi.org/10.1007/s10463-020-00773-0 SF ELIB - SuUB Bremen
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