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A new structural break test for panels with common factors - MaRDI portal

A new structural break test for panels with common factors (Q5083215)

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scientific article; zbMATH DE number 7546360
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English
A new structural break test for panels with common factors
scientific article; zbMATH DE number 7546360

    Statements

    A new structural break test for panels with common factors (English)
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    22 June 2022
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    method of moments
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    unobserved heterogeneity
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    break-point detection
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    fixed \(T\) asymptotics
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