Determining the number of breaks in high-dimensional factor models with interval-valued data

Puntos clave

• Finding breaks in high-dimensional factor models enhances analytical accuracy with interval-valued data.
• Key evidence demonstrated a significant improvement in model precision with interval-valued data analysis.
• Statistical analysis using advanced methods highlighted the presence of breaks in factor models effectively.
• The findings support better modeling techniques that could lead to more accurate data interpretations—external validation needed.