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Testing for factor loading structural change under common breaks

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References

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47 cited

2008Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope44 cited

Cited by

2017Estimation and Inference of Change Points in High Dimensional Factor Models38 cited
2020TESTING FOR STRUCTURAL CHANGES IN FACTOR MODELS VIA A NONPARAMETRIC REGRESSION24 cited
2022Quasi-maximum likelihood estimation of break point in high-dimensional factor models21 cited
2020Sequential testing for structural stability in approximate factor models17 cited
2024Online change-point detection for matrix-valued time series with latent two-way factor structure14 cited
2016A modified confidence set for the structural break date in linear regression models14 cited
2018Testing for common breaks in a multiple equations system12 cited