Testing for a structural break in dynamic panel data models with common factors
Huanjun Zhu, Vasilis Sarafidis, Mervyn Silvapulle, Jiti Gao
| Year of publication: |
September 2015
|
|---|---|
| Authors: | Zhu, Huanjun ; Sarafidis, Vasilis ; Silvapulle, Mervyn J. ; Gao, Jiti |
| Publisher: |
Victoria : Monash University, Department of Econometrics and Business Statistics |
| Subject: | Break-point detection | Fixed T asymptotics | Method of moments | Unobserved heterpgeneity | Panel | Panel study | Momentenmethode | Strukturbruch | Structural break | Schätztheorie | Estimation theory | Schätzung | Estimation | Statistischer Test | Statistical test |
| Extent: | 1 Online-Ressource (circa 32 Seiten) |
|---|---|
| Series: | Working paper / Department of Econometrics and Business Statistics, Monash University. - Clayton, Vic., ZDB-ID 2419033-0. - Vol. 15, 20 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011781404