Breaks in persistence in fixed-\(T\) panel data
type: Item
instance of: scholarly article
title: Breaks in persistence in fixed-\(T\) panel data
zbMATH Open document ID: 1469.62206
author: Joakim Westerlund
author: Marcus Nordström
published in: Economics Letters
publication date: 2021-07-22T00:00:00Z
Mathematics Subject Classification ID: 62D20
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G10
zbMATH DE Number: 7373998
zbMATH Keywords: panel data
zbMATH Keywords: break in persistence
zbMATH Keywords: explosive and unit root behaviors
MaRDI profile type: Publication
full work available at URL: j.econlet.2021.109958
OpenAlex ID: W3169138473
cites work: Detection of structural breaks in linear dynamic panel data models
cites work: ASYMPTOTIC PROPERTIES OF THE CUSUM ESTIMATOR FOR THE TIME OF CHANGE IN LINEAR PANEL DATA MODELS
cites work: STRUCTURAL CHANGE IN NONSTATIONARY AR(1) MODELS
DOI: 10.1016/J.ECONLET.2021.109958
description: scientific article; zbMATH DE number 7373998