Monte Carlo comparison of model and moment selection and classical inference approaches to break detection in panel data models

✍ Scribed by Stefan De Wachter; Elias Tzavalis

• Book ID: 116421073
• Publisher: Elsevier Science
• Year: 2005
• Tongue: English
• Weight: 85 KB
• Volume: 88
• Category: Article
• ISSN: 0165-1765
• DOI: 10.1016/j.econlet.2005.01.010