Estimating a common deterministic time trend break in large panels with cross sectional dependence
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Publication:738030
DOI10.1016/j.jeconom.2011.06.018zbMath1441.62772OpenAlexW2015539364MaRDI QIDQ738030
Publication date: 12 August 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2011.06.018
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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