Estimating a common deterministic time trend break in large panels with cross sectional dependence (Q738030): Difference between revisions

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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+Common breaks in means and variances for panel data
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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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+Q5475042
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+GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES
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+Detection of structural breaks in linear dynamic panel data models
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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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+Structural breaks with deterministic and stochastic trends
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+Linear Regression Limit Theory for Nonstationary Panel Data
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+Asymptotics for linear processes
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+Estimating and Testing Structural Changes in Multivariate Regressions
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