Estimation of a level shift in panel data with fractionally integrated errors
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Publication:1984471
DOI10.1016/J.ECONLET.2021.109971zbMath1471.91366OpenAlexW3177270588MaRDI QIDQ1984471
Publication date: 16 September 2021
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2021.109971
Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)
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- Estimating and Testing Linear Models with Multiple Structural Changes
- Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term
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