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Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities. (2014). Schorfheide, Frank ; Liao, Zhipeng ; Cheng, Xu.
In: NBER Working Papers.
RePEc:nbr:nberwo:19792.

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Cited: 17

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  1. Testing for common breaks in a multiple equations system. (2018). Perron, Pierre ; Oka, Tatsushi.
    In: Monash Econometrics and Business Statistics Working Papers.
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  2. Structural Breaks in Time Series. (2018). Perron, Pierre ; Casini, Alessandro.
    In: Papers.
    RePEc:arx:papers:1805.03807.

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  3. Heterogeneous structural breaks in panel data models. (2018). Okui, Ryo ; Wang, Wendun.
    In: Papers.
    RePEc:arx:papers:1801.04672.

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  4. Sequential testing for structural stability in approximate factor models. (2018). Trapani, Lorenzo ; Barigozzi, Matteo.
    In: Papers.
    RePEc:arx:papers:1708.02786.

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  5. Testing for Common Breaks in a Multiple Equations System. (2018). Perron, Pierre ; Oka, Tatsushi.
    In: Papers.
    RePEc:arx:papers:1606.00092.

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  6. Dynamic Semiparametric Factor Model with a Common Break. (2017). Wu, Wei Biao ; Wang, Weining ; Chen, Likai.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2017-026.

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  7. On time-varying factor models: Estimation and testing. (2017). Su, Liangjun ; Wang, Xia.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:198:y:2017:i:1:p:84-101.

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  8. Forecasting economic activity in data-rich environment. (2017). Stevanovic, Dalibor ; Kotchoni, Rachidi ; Leroux, Maxime.
    In: EconomiX Working Papers.
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  9. Forecasting economic activity in data-rich environment. (2017). Stevanovic, Dalibor ; Kotchoni, Rachidi ; Leroux, Maxime.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2017s-05.

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  10. Markov-Switching Three-Pass Regression Filter. (2017). Marcellino, Massimiliano ; Leiva-Leon, Danilo ; Guérin, Pierre ; Guerin, Pierre.
    In: Staff Working Papers.
    RePEc:bca:bocawp:17-13.

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  11. Forecasting With Nonspurious Factors in U.S. Macroeconomic Time Series. (2016). Yamamoto, Yohei.
    In: Journal of Business & Economic Statistics.
    RePEc:taf:jnlbes:v:34:y:2016:i:1:p:81-106.

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  12. Markov-Switching Three-Pass Regression Filter. (2016). Marcellino, Massimiliano ; Leiva-Leon, Danilo ; Guérin, Pierre.
    In: Working Papers.
    RePEc:igi:igierp:591.

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  13. Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation. (2015). Kristensen, Johannes ; Callot, Laurent.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20150069.

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  14. l1-Regularization of High-Dimensional Time-Series Models with Flexible Innovations. (2015). Medeiros, Marcelo ; Mendes, Eduardo F..
    In: Textos para discussão.
    RePEc:rio:texdis:636.

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  15. Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation. (2015). Kristensen, Johannes ; Callot, Laurent.
    In: CREATES Research Papers.
    RePEc:aah:create:2015-29.

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  16. Have standard VARs remained stable since the crisis?. (2014). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea ; Aastveit, Knut Are.
    In: Working Paper.
    RePEc:bno:worpap:2014_13.

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  17. Tests for Parameter Instability in Dynamic Factor Models. (2013). Inoue, Atsushi ; Han, Xu.
    In: TERG Discussion Papers.
    RePEc:toh:tergaa:306.

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