Pages that link to "Item:Q5860947"
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The following pages link to Structural breaks in panel data: Large number of panels and short length time series (Q5860947):
Displaying 11 items.
- Inference and testing breaks in large dynamic panels with strong cross sectional dependence (Q503563) (← links)
- Characteristics, covariances, and structural breaks (Q1934831) (← links)
- Breaks in persistence in fixed-\(T\) panel data (Q2043150) (← links)
- Changepoint in dependent and non-stationary panels (Q2208373) (← links)
- Common Breaks in Means for Cross‐Correlated Fixed‐<i>T</i> Panel Data (Q5382478) (← links)
- Model-free classification of panel data via the ϵ-complexity theory (Q5867450) (← 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)
- A self-normalization test for structural breaks in a regression model for panel data sets (Q6581405) (← links)
- A fluctuation test for structural change detection in heterogeneous panel data models (Q6595021) (← links)
- Estimating a common break point in means for long-range dependent panel data (Q6655927) (← links)
