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Inference and testing breaks in nlarge dynamic panels with strong cross sectional dependence
Hidalgo, Javier; Schafgans, Marcia M. A. - 2015
Persistent link: https://www.econbiz.de/10011280123
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Inference without smoothing for large panels with cross-sectional and temporal dependence
Hidalgo, Javier; Schafgans, Marcia M. A. - 2017
Persistent link: https://www.econbiz.de/10011889214
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Inference and testing breaks in large dynamic panels with strong cross sectional dependence
Hidalgo, Javier; Schafgans, Marcia M. A. - In: Journal of econometrics 196 (2017) 2, pp. 259-274
Persistent link: https://www.econbiz.de/10011818291
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Inference without smoothing for large panels with cross-sectional and temporal dependence
Hidalgo, Javier; Schafgans, Marcia M. A. - In: Journal of econometrics 223 (2021) 1, pp. 125-160
Persistent link: https://www.econbiz.de/10012619963