Detection of structural breaks in linear dynamic panel data models
From MaRDI portal
Publication:1927089
DOI10.1016/j.csda.2012.02.025zbMath1254.91002MaRDI QIDQ1927089
Elias Tzavalis, Stefan De Wachter
Publication date: 30 December 2012
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10419/62898
62P20: Applications of statistics to economics
62-04: Software, source code, etc. for problems pertaining to statistics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62J05: Linear regression; mixed models
91B84: Economic time series analysis
62M07: Non-Markovian processes: hypothesis testing
91-04: Software, source code, etc. for problems pertaining to game theory, economics, and finance
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Uses Software
Cites Work
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