Estimation of a level shift in panel data with fractionally integrated errors
Seong Yeon Chang
| Year of publication: |
2021
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|---|---|
| Authors: | Chang, Seong Yeon |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 206.2021, p. 1-5
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| Subject: | Change points | Common breaks | Fractional processes | Level shifts | Panel data | Structural breaks | Strukturbruch | Structural break | Panel | Panel study | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Schätzung | Estimation | Kointegration | Cointegration | Einheitswurzeltest | Unit root test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2021.109971 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012886440