Inference and testing breaks in large dynamic panels with strong cross sectional dependence

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical methods; economic indices and measures (91B82) Non-Markovian processes: hypothesis testing (62M07)

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Inference and testing breaks in large dynamic panels with strong cross sectional dependence
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Cited In (8)

Common Breaks in Means for Cross‐Correlated Fixed‐T Panel Data
Inference without smoothing for large panels with cross-sectional and temporal dependence
Detection of structural breaks in linear dynamic panel data models
Estimating a common deterministic time trend break in large panels with cross sectional dependence
Estimation of Panel Data Models with Random Interactive Effects and Multiple Structural Breaks when T is Fixed
Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19
Inference and testing breaks in large dynamic panels with strong cross sectional dependence
Bootstrap inference under cross‐sectional dependence

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