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Detecting common breaks in the means of high dimensional cross-dependent panels
Horváth, Lajos; Liu, Zhenya; Rice, Gregory; Zhao, Yuqian - In: The econometrics journal 25 (2022) 2, pp. 362-383
Persistent link: https://www.econbiz.de/10013253840
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Structural breaks in panel data : large number of panels and short length time series
Antoch, Jaromir; Hanousek, Jan; Horváth, Lajos; … - 2017
Persistent link: https://www.econbiz.de/10011653095
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Asymptotic properties of the CUSUM estimator for the time of change in linear panel data models
Horváth, Lajos; Hušková, Marie; Rice, Gregory; Wang, Jia - In: Econometric theory 33 (2017) 2, pp. 366-412
Persistent link: https://www.econbiz.de/10011665387
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Structural breaks in panel data : large number of panels and short length time series
Antoch, Jaromír; Hanousek, Jan; Horváth, Lajos; … - In: Econometric reviews 38 (2019) 7, pp. 828-855
Persistent link: https://www.econbiz.de/10012181361
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Statistical inference in a random coefficient panel model
Horváth, Lajos; Trapani, Lorenzo - In: Journal of econometrics 193 (2016) 1, pp. 54-75
Persistent link: https://www.econbiz.de/10011704762