Pages that link to "Item:Q503563"

The following pages link to Inference and testing breaks in large dynamic panels with strong cross sectional dependence (Q503563):

Displaying 9 items.

• Inference and testing breaks in large dynamic panels with strong cross sectional dependence (Q503563) (← links)
• Estimating a common deterministic time trend break in large panels with cross sectional dependence (Q738030) (← links)
• Detection of structural breaks in linear dynamic panel data models (Q1927089) (← links)
• Inference without smoothing for large panels with cross-sectional and temporal dependence (Q2024477) (← links)
• Common Breaks in Means for Cross‐Correlated Fixed‐<i>T</i> Panel Data (Q5382478) (← links)
• Structural breaks in panel data: Large number of panels and short length time series (Q5860947) (← links)
• Bootstrap inference under cross‐sectional dependence (Q6067224) (← links)
• Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19 (Q6190678) (← links)
• Estimation of Panel Data Models with Random Interactive Effects and Multiple Structural Breaks when <i>T</i> is Fixed (Q6190691) (← links)