A new structural break test for panels with common factors

DOI10.1093/ECTJ/UTZ018OpenAlexW2981198708MaRDI QIDQ5083215

Huanjun Zhu, Vasilis Sarafidis, Mervyn J. Silvapullé

Publication date: 22 June 2022

Published in: The Econometrics Journal (Search for Journal in Brave)

Full work available at URL: http://research.soe.xmu.edu.cn/repec/upload/201907091047163094.pdf

zbMATH Keywords

method of momentsunobserved heterogeneitybreak-point detectionfixed \(T\) asymptotics

Mathematics Subject Classification ID

Statistics (62-XX)

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