Common breaks in means and variances for panel data
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Publication:530972
DOI10.1016/j.jeconom.2009.10.020zbMath1431.62353OpenAlexW2108938609MaRDI QIDQ530972
Publication date: 1 August 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2009.10.020
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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