Testing for a structural break in dynamic panel data models with common factors

Huanjun Zhu, Vasilis Sarafidis, Mervyn Silvapulle, Jiti Gao

Year of publication:	September 2015
Authors:	Zhu, Huanjun ; Sarafidis, Vasilis ; Silvapulle, Mervyn J. ; Gao, Jiti
Publisher:	Victoria : Monash University, Department of Econometrics and Business Statistics
Subject:	Break-point detection \| Fixed T asymptotics \| Method of moments \| Unobserved heterpgeneity \| Panel \| Panel study \| Momentenmethode \| Strukturbruch \| Structural break \| Schätztheorie \| Estimation theory \| Schätzung \| Estimation \| Statistischer Test \| Statistical test

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