Common breaks in means for panel data under short-range dependence

DOI10.1080/03610926.2019.1637000OpenAlexW2954950805MaRDI QIDQ5079053

Daiqing Xi, Tian-Xiao Pang

Publication date: 25 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2019.1637000

zbMATH Keywords

panel datalimiting distributionleast squares estimatorshort-range dependencecommon breakfractionally integrated error

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Statistics (62-XX)

Cites Work

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