Yutang Shi

Texas A&M University - Department of Economics

5201 University Blvd.

College Station, TX 77843-4228

United States

SCHOLARLY PAPERS

1

DOWNLOADS

300

TOTAL CITATIONS

12

Scholarly Papers (1)

1.

Estimation and Inference of Change Points in High Dimensional Factor Models

Number of pages: 71 Posted: 29 Nov 2016 Last Revised: 23 Jan 2019
Jushan Bai, Xu Han and Yutang Shi
Columbia University, City University of Hong Kong (CityU) - Department of Economics & Finance and Texas A&M University - Department of Economics
Downloads 300 (219,212)
Citation 12

Abstract:

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Structural Changes, High-Dimensional Factor Models, Break Point Inference