November 15, 2010 article Testing for structural breaks in dynamic factor models Journal of Econometrics DOI: 10.1016/j.jeconom.2010.11.008 OpenAlex Authors 0 Author list not loaded yet. Cited by 2 stored of 221 Search Sort Most cited Newest Oldest Patent citations Title Any typearticle review book-chapter conference-paper preprint dissertation book dataset other Any fieldAgricultural and Biological Sciences Arts and Humanities Biochemistry, Genetics and Molecular Biology Business, Management and Accounting Chemical Engineering Chemistry Computer Science Decision Sciences Dentistry Earth and Planetary Sciences Economics, Econometrics and Finance Energy Engineering Environmental Science Health Professions Immunology and Microbiology Materials Science Mathematics Medicine Neuroscience Nursing Pharmacology, Toxicology and Pharmaceutics Physics and Astronomy Psychology Social Sciences Veterinary Open access Large‐sample approximations and change testing for high‐dimensional covariance matrices of multivariate linear time series and factor models 2020 Scandinavian Journal of Statistics article Mathematics Random Matrices and Applications Open access 9 citations Testing and estimating change-points in the covariance matrix of a high-dimensional time series 2020 Journal of Multivariate Analysis article Decision Sciences Advanced Statistical Process Monitoring Open access 22 citations 2 results References 0