Detection of structural breaks in linear dynamic panel data models

DOI10.1016/j.csda.2012.02.025zbMath1254.91002OpenAlexW2054786051MaRDI QIDQ1927089

Elias Tzavalis, Stefan De Wachter

Publication date: 30 December 2012

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10419/62898

zbMATH Keywords

panel datastructural breaksbreak detection

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Software, source code, etc. for problems pertaining to statistics (62-04) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Economic time series analysis (91B84) Non-Markovian processes: hypothesis testing (62M07) Software, source code, etc. for problems pertaining to game theory, economics, and finance (91-04)

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Uses Software

• Ox

Cites Work

• Unnamed Item
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