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Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19
Version 2 2024-06-03, 16:04
Version 1 2022-10-04, 03:18
journal contribution
posted on 2024-06-03, 16:04 authored by Y Karavias, PK Narayan, Joakim WesterlundJoakim WesterlundStructural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19
History
Journal
Journal of Business and Economic StatisticsPagination
1-14Location
London, Eng.Publisher DOI
ISSN
0735-0015eISSN
1537-2707Language
engPublication classification
C1 Refereed article in a scholarly journalPublisher
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Keywords
Business & EconomicsChange-pointCommon correlated effectsCOVID-19Cross-section dependenceEconomicsHETEROGENEOUS PANELSINFERENCEMathematical Methods In Social SciencesMathematicsMODELSPanel dataPhysical SciencesScience & TechnologySocial SciencesSocial Sciences, Mathematical MethodsStatistics & ProbabilityStructural changeTESTS
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