Structural breaks in interactive effects panels and the stock market reaction to COVID-19
Year of publication: |
2023
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Authors: | Karavias, Yiannis ; Narayan, Paresh Kumar ; Westerlund, Joakim |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 41.2023, 3, p. 653-666
|
Subject: | Change-point | Common correlated effects | COVID-19 | Cross-section dependence | Panel data | Structural change | Panel | Panel study | Coronavirus | Strukturbruch | Structural break | Börsenkurs | Share price | Korrelation | Correlation | Schätzung | Estimation | Wirkungsanalyse | Impact assessment |
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