Asymptotic properties of the CUSUM estimator for the time of change in linear panel data models
Year of publication: |
April 2017
|
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Authors: | Horváth, Lajos ; Hušková, Marie ; Rice, Gregory ; Wang, Jia |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 33.2017, 2, p. 366-412
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Subject: | Schätztheorie | Estimation theory | Panel | Panel study |
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