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A self-normalization test for structural breaks in a regression model for panel data sets - MaRDI portal

A self-normalization test for structural breaks in a regression model for panel data sets

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Publication:6581405

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DOI10.1007/s42952-024-00255-6MaRDI QIDQ6581405

Unnamed Author, Ji-Eun Choi

Publication date: 30 July 2024

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

zbMATH Keywords

structural breaks serial dependence self-normalization cross-sectional dependence panel regression

Mathematics Subject Classification ID

Statistics (62-XX)

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