Robust test for structural instability in dynamic factor models
Crossref DOI link: https://doi.org/10.1007/s10463-020-00773-0
Published Online: 2021-01-02
Published Print: 2021-08
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Kim, Byungsoo
Song, Junmo
Baek, Changryong
Text and Data Mining valid from 2021-01-02
Version of Record valid from 2021-01-02
Article History
Received: 9 April 2020
Revised: 7 October 2020
Accepted: 9 October 2020
First Online: 2 January 2021