Change-point detection in panel data
Author:
Publisher
Wiley
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9892.2012.00796.x/fullpdf
Reference16 articles.
1. A semiparametric panel model for unbalanced data with an application to climate change in the United Kingdom;Atak;Journal of Econometrics,2011
2. Common breaks in means and variances for panel data;Bai;Journal of Econometrics,2010
3. Least squares estimation of a shift in linear processes;Bai;Journal of Time Series Analysis,1994
4. Structural changes, common stochastic trends, and unit roots in panel data;Bai;The Review of Economic Studies,2009
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