Dynamic Semiparametric Factor Model with Structural Breaks

Chen, Likai, Wang, Weining and Wu, Wei Biao (2020) Dynamic Semiparametric Factor Model with Structural Breaks. Journal of Business and Economic Statistics. ISSN 0735-0015

Abstract

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Authors/Creators:
  • Chen, Likai
  • Wang, Weining (weining.wang@york.ac.uk)
  • Wu, Wei Biao
Copyright, Publisher and Additional Information: © 2020 American Statistical Association. This is an author-produced version of the published paper. Uploaded in accordance with the publisher’s self-archiving policy. Further copying may not be permitted; contact the publisher for details.
Dates:
  • Accepted: 11 February 2020
  • Published (online): 19 March 2020
Institution: The University of York
Academic Units: The University of York > Faculty of Social Sciences (York) > Economics and Related Studies (York)
Depositing User: Pure (York)
Date Deposited: 12 Feb 2020 17:00
Last Modified: 24 May 2020 11:23
Published Version: https://doi.org/10.1080/07350015.2020.1730857
Status: Published online
Refereed: Yes
Identification Number: https://doi.org/10.1080/07350015.2020.1730857

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