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Interactive Fixed Effect Models — Bai (2009)

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Order of factors

Make sure factors are given in the order of decreasing explained variance.

matthieugomez avatar matthieugomez

Feature request/Extensions: allow for structural breaks?

Thanks for the great package. I was wondering if there are any plans to extend its capabilities to analyse structural instabilities as suggested by [Cheng, Liao, Schorfheide (2016)](https://academic.oup.com/restud/article-abstract/83/4/1511/2223553/Shrinkage-Estimation-of-High-Dimensional-Factor?redirectedFrom=fulltext) ? I...

alancrawford avatar alancrawford

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Interactive Fixed Effect Models — Bai (2009)

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