Estimation of structural breaks in large panels with cross-sectional dependence

Jiti Gao, Guangming Pan and Yanrong Yang

Year of publication:	July 2016
Authors:	Gao, Jiti ; Pan, Guangming ; Yang, Yanrong
Publisher:	Victoria : Monash University, Department of Econometrics and Business Statistics
Subject:	Cross-sectional averages \| dynamic factor model \| joint estimation \| marginal estimation \| strong factor loading \| Schätztheorie \| Estimation theory \| Panel \| Panel study \| Schätzung \| Estimation \| Strukturbruch \| Structural break \| Faktorenanalyse \| Factor analysis

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