Detecting common breaks in the means of high dimensional cross-dependent panels
Lajos Horváth, Zhenya Liu, Gregory Rice and Yuqian Zhao
| Year of publication: |
2022
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|---|---|
| Authors: | Horváth, Lajos ; Liu, Zhenya ; Rice, Gregory ; Zhao, Yuqian |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-423X, ZDB-ID 1475536-1. - Vol. 25.2022, 2, p. 362-383
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| Subject: | High dimensional panel | change points in mean | asymptotic limit | Monte Carlosimulation | FRED-MD macroeconomic data | Panel | Panel study | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Strukturbruch | Structural break |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/ectj/utab028 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013253840