Estimation of a level shift in panel data with fractionally integrated errors (Q1984471)
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scientific article; zbMATH DE number 7396102
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of a level shift in panel data with fractionally integrated errors |
scientific article; zbMATH DE number 7396102 |
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Estimation of a level shift in panel data with fractionally integrated errors (English)
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16 September 2021
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change points
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common breaks
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fractional processes
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level shifts
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panel data
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structural breaks
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0.8984189
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0.8853474
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0.87414485
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0.86725575
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0.86065966
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0.8568564
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0.84939986
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