A self-normalization test for structural breaks in a regression model for panel data sets
Author:
Funder
National Research Foundation of Korea
Publisher
Springer Science and Business Media LLC
Link
https://link.springer.com/content/pdf/10.1007/s42952-024-00255-6.pdf
Reference14 articles.
1. Antoch, J., Hanousek, J., Horvath, L., Huskova, M., & Wang, S. (2019). Structural breaks in panel data: Large number of panels and short length time series. Econometric Reviews, 38, 828–855.
2. Baloch, M. A., Zhang, J., Iqbal, K., & Iqbal, Z. (2019). The effect of financial development on ecological footprint in BRI countries: Evidence from panel data estimation. Environmental Science and Pollution Research, 26, 6199–6208.
3. Boldea, O., Drepper, B., & Gan, Z. (2020). Change point estimation in panel data with time-varying individual effects. Journal of Applied Econometrics, 35, 712–727.
4. Choi, J. E., & Shin, D. W. (2020). A self-normalization test for correlation change. Economics Letters, 193, 108363.
5. Choi, J. E., & Shin, D. W. (2021). A self-normalization break test for correlation matrix. Statistical Papers, 62, 2333–2353.
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