Gabriel Young

Columbia University

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Scholarly Papers (1)

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Change Point Tests in Functional Factor Models with Application to Yield Curves

The Econometrics Journal, Vol. 20, Issue 1, pp. 86-117, 2017
Number of pages: 32 Posted: 22 Mar 2017
University of Texas at Austin, University of Utah - Department of Mathematics, Utah State University - Department of Mathematics & Statistics and Columbia University
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Abstract:

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Change point, Functional time series, Yield curve