@inbook{d9303c1eaf9e4945b2d83a3e68df9a8d,
title = "Regularized estimation of structural instability in factor models: The US macroeconomy and the Great Moderation",
author = "Laurent Callot and Kristensen, {Johannes Tang}",
year = "2016",
doi = "10.1108/S0731-905320150000035011",
language = "English",
isbn = "978-1-78560-353-2",
volume = "35",
series = "Advances in Econometrics",
publisher = "Emerald Group Publishing",
pages = "437--479",
editor = "Eric Hillebrand and Koopman, {Siem Jan}",
booktitle = "Dynamic Factor Models",
}