A new structural break test for panels with common factors
Huanjun Zhu, Vasilis Sarafidis, Mervyn J. Silvapulle
| Year of publication: |
2020
|
|---|---|
| Authors: | Zhu, Huanjun ; Sarafidis, Vasilis ; Silvapulle, Mervyn J. |
| Subject: | method of moments | unobserved heterogeneity | break-point detection | fixed Tasymptotics | Panel | Panel study | Strukturbruch | Structural break | Momentenmethode | Method of moments | Statistischer Test | Statistical test | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/ectj/utz018 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012167253