Common breaks in time trends for large panel data with a factor structure
Dukpa Kim
| Year of publication: |
2014
|
|---|---|
| Authors: | Kim, Dukpa |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 17.2014, 3, p. 301-337
|
| Subject: | Common factor | Deterministic time trend | Large panel data | Structural break | Panel | Panel study | Zeitreihenanalyse | Time series analysis | Strukturbruch | Theorie | Theory | Monte-Carlo-Simulation | Monte Carlo simulation | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010498717