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Estimating a common deterministic time trend break in large panels with cross sectional dependence

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2015Estimating the common break date in large factor models

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2020Changepoint estimation for dependent and non-stationary panels13 cited

2018Testing for common breaks in a multiple equations system12 cited

2018Model‐free offline change‐point detection in multidimensional time series of arbitrary nature via ϵ‐complexity: Simulations and applications10 cited