Ma, Chenchen; Tu, Yundong Shrinkage estimation of multiple threshold factor models. (English) Zbl 07704518 J. Econom. 235, No. 2, 1876-1892 (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{C. Ma} and \textit{Y. Tu}, J. Econom. 235, No. 2, 1876--1892 (2023; Zbl 07704518) Full Text: DOI
Duan, Jiangtao; Bai, Jushan; Han, Xu Quasi-maximum likelihood estimation of break point in high-dimensional factor models. (English) Zbl 07659418 J. Econom. 233, No. 1, 209-236 (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{J. Duan} et al., J. Econom. 233, No. 1, 209--236 (2023; Zbl 07659418) Full Text: DOI arXiv
Ma, Chenchen; Tu, Yundong Group fused Lasso for large factor models with multiple structural breaks. (English) Zbl 07659415 J. Econom. 233, No. 1, 132-154 (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{C. Ma} and \textit{Y. Tu}, J. Econom. 233, No. 1, 132--154 (2023; Zbl 07659415) Full Text: DOI
Barigozzi, Matteo; Cho, Haeran Consistent estimation of high-dimensional factor models when the factor number is over-estimated. (English) Zbl 1447.62099 Electron. J. Stat. 14, No. 2, 2892-2921 (2020). Reviewer: Oscar Bustos (Córdoba) MSC: 62M10 62H12 62H25 62P20 91B84 PDFBibTeX XMLCite \textit{M. Barigozzi} and \textit{H. Cho}, Electron. J. Stat. 14, No. 2, 2892--2921 (2020; Zbl 1447.62099) Full Text: DOI arXiv Euclid