Detecting big structural breaks in large factor models
Work
Year: 2014
Type: article
Source: Journal of Econometrics
Authors Chen Liang, Juan J. Dolado, Jesús Gonzalo
Institutions New College, University of Oxford, Universidad Carlos III de Madrid, European University Institute
Cites: 44
Cited by: 130
Related to: 10
FWCI: 20.93
Citation percentile (by year/subfield): 99.99
Domain: Social Sciences
Open Access status: green