A new structural break test for panels with common factors

Huanjun Zhu, Vasilis Sarafidis, Mervyn J. Silvapulle

Econometrics & Business Statistics

Research output: Contribution to journal › Article › Research › peer-review

8 Citations (Scopus)

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Micro-Panel Data with Nonlinear Error Components: Advances and Applications
Sarafidis, V. (Primary Chief Investigator (PCI)) & Yamagata, T. (Partner Investigator (PI))
Australian Research Council (ARC), Monash University, University of York (United Kingdom)
1/04/17 → 27/11/20
Project: Research
Robust methods for heteroscedastic regression models for time series
Silvapulle, M. (Primary Chief Investigator (PCI)), La Vecchia, D. (Chief Investigator (CI)) & Hallin, M. (Partner Investigator (PI))
Australian Research Council (ARC), Monash University, Universität St. Gallen (University of St Gallen), European Centre for Advanced Research in Economics and Statistics
1/01/15 → 16/12/22
Project: Research