@TECHREPORT {SFB649DP2017-026,
  AUTHOR={Chen, Likai and Wang, Weining and Wu, Wei Biao},
  TITLE={{Dynamic Semiparametric Factor Model with a Common Break}},
  YEAR=2017,
  INSTITUTION={Sonderforschungsbereich 649, Humboldt Universit\"{a}t zu Berlin, Germany},
  TYPE={SFB 649 Discussion Paper},
  NOTE={available at http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2017-026.pdf},
  NUMBER={2017-026}
}