Structural Breaks in Financial Panel Data

Author:

Karavias Yiannis

Publisher

Springer International Publishing

Reference53 articles.

1. Andreou, E., and E. Ghysels. 2009. Structural breaks in financial time series. In Handbook of financial time series, ed. T. Mikosch, J.P. Kreib, R. Davis, and T. Andersen. Berlin/Heidelberg: Springer.

2. Andrews, D.W.K. 1993. Tests for parameter instability and structural change with unknown change point. Econometrica 61: 821–856.

3. Antoch, J., J. Hanousek, L. Horvath, M. Huskova, and S. Wang. 2019. Structural breaks in panel data: Large number of panels and short length time series. Econometric Reviews 38: 828–855.

4. Arellano, M., and Bond, S. 1991. Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations. Review of Economic Studies 58 (2): 277–297.

5. Asimakopoulos S., F. Da Silva Fernandes, and Y. Karavias. 2020. Firm heterogeneity and trade credit behaviour. Discussion papers 20-20, Department of Economics, University of Birmingham.

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