A general panel break test based on the self-normalization method (Q2132016)

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A general panel break test based on the self-normalization method
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    A general panel break test based on the self-normalization method (English)
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    27 April 2022
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    panel break test
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    mean break test
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    variance break test
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    quantile break test
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    self-normalization
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    cross-sectional dependence
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    serial dependence
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