Media type: E-Book Title: Disentangling structural breaks in high dimensional factor models Contributor: Koo, Bonsoo [Author]; Wong, Benjamin [Author]; Zhong, Ze-Yu [Author] Published: Canberra: Australian National University, Crawford School of Public Policy, 2023 Published in: Australian National University: CAMA working paper series ; 20230015 Extent: 1 Online-Ressource (circa 37 Seiten); Illustrationen Language: English Keywords: Factor space ; structural instability ; breaks ; principal components ; dynamic factor models ; Graue Literatur Origination: Footnote: Access State: Open Access