Common breaks in means for cross-correlated fixed-T panel data

Westerlund, Joakim 2019, Common breaks in means for cross-correlated fixed-T panel data, Journal of time series analysis, vol. 40, no. 2, pp. 248-255, doi: 10.1111/jtsa.12407.

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Title Common breaks in means for cross-correlated fixed-T panel data
Author(s) Westerlund, JoakimORCID iD for Westerlund, Joakim orcid.org/0000-0002-8030-5706
Journal name Journal of time series analysis
Volume number 40
Issue number 2
Start page 248
End page 255
Total pages 8
Publisher John Wiley & Sons
Place of publication Chichester, Eng.
Publication date 2019-03
ISSN 0143-9782
1467-9892
Keyword(s) panel data
structural break
cross‐section dependence
common factor
Language eng
DOI 10.1111/jtsa.12407
Field of Research 1403 Econometrics
HERDC Research category C1 Refereed article in a scholarly journal
Copyright notice ©2018, John Wiley & Sons Ltd
Persistent URL http://hdl.handle.net/10536/DRO/DU:30118854

Document type: Journal Article
Collections: Faculty of Business and Law
Department of Economics
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