Detection of structural breaks in linear dynamic panel data models (Q1927089): Difference between revisions

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+Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation
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+Tests for Parameter Instability and Structural Change With Unknown Change Point
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+Consistent Moment Selection Procedures for Generalized Method of Moments Estimation
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+Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models
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+Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
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+Panel Data Econometrics
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+Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
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+Another look at the instrumental variable estimation of error-components models
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+LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
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+Testing For and Dating Common Breaks in Multivariate Time Series
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+Estimating and Testing Linear Models with Multiple Structural Changes
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+Initial conditions and moment restrictions in dynamic panel data models
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+Q4082864
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+The weak instrument problem of the system GMM estimator in dynamic panel data models
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+Breaking the panels: An application to the GDP per capita
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+Tests of Equality Between Sets of Coefficients in Two Linear Regressions
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+Tests for cointegration with structural breaks based on subsamples
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+Monte Carlo comparison of model and moment selection and classical inference approaches to break detection in panel data models
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+Robust GMM tests for structural breaks
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+Covariance Matrix Estimation and the Power of the Overidentifying Restrictions Test
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+The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
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+Tests of the Hypothesis that a Linear Regression System Obeys Two Separate Regimes
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+Estimating and Testing Structural Changes in Multivariate Regressions
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