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ArticleCommon breaks in means and variances for panel data

Jushan Bai2009

Article2009

Common breaks in means and variances for panel data

265 citations·0/0 files stored·Journal of Econometrics

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Spatial and Panel Data Analysis Advanced Statistical Methods and Models Statistical and numerical algorithms

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References

2003Analysis of Panel Data 2003Panel Data Econometrics 1997Estimation of a Change Point in Multiple Regression Models 1994LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES 1998Testing For and Dating Common Breaks in Multivariate Time Series 1985Testing and estimating change-points in time series 1987Approximating the Distribution of the Maximum Likelihood Estimate of the Change-Point in a Sequence of Independent Random Variables 1994Change-point problems

Cited by

2022Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19 2015Estimation of heterogeneous panels with structural breaks 2015Panel Data Models With Interactive Fixed Effects and Multiple Structural Breaks 2011Estimating a common deterministic time trend break in large panels with cross sectional dependence 2018Structural breaks in panel data: Large number of panels and short length time series 2019Structural Breaks in Time Series

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Details

Year2009

Typearticle

Published2009-10-31

VenueJournal of Econometrics

ISSN-L0304-4076

Languageen

Citations265

Files0 public / 0

ShelfSpatial and Panel Data Analysis

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doi10.1016/j.jeconom.2009.10.020

openalex_workW2108938609

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2015Testing for factor loading structural change under common breaks

2020Heterogeneous structural breaks in panel data models