Factor-driven two-regime regression Journal Articles

authors

• Lee, Sokbae
• Liao, Yuan
• Seo, Myung Hwan
• Shin, Young Ki

status

• published 

publication date

• June 1, 2021

has subject area

• 0102 Applied Mathematics (FoR)
• 0104 Statistics (FoR)
• 1403 Econometrics (FoR)
• Statistics & Probability (Science Metrix)

published in

• Annals of Statistics  Journal

keywords

• 38 Economics
• 3802 Econometrics
• 49 Mathematical Sciences
• 4905 Statistics

Digital Object Identifier (DOI)

• 10.1214/20-aos2017

start page

• 1656

end page

• 1678

volume

• 49

issue

• 3