Changepoint in dependent and non-stationary panels
Author:
Funder
Grantová Agentura České Republiky
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://link.springer.com/content/pdf/10.1007/s00362-020-01180-6.pdf
Reference42 articles.
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3. Antoch J, Hanousek J, Horváth L, Hušková M, Wang S (2019) Structural breaks in panel data: large number of panels and short length time series. Econom Rev 38(7):828–855
4. Bai J (2010) Common breaks in means and variances for panel data. J Econom 157(1):78–92
5. Baltagi BH, Feng Q, Kao C (2016) Estimation of heterogeneous panels with structural breaks. J Econom 191(2016):176–195
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