251 citations · 746 across the 13 of their papers we have counts for
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stat.ME2015
Empirical eigenvalue based testing for structural breaks in linear panel data models
Lajos Horváth, Gregory Rice
Testing for stability in linear panel data models has become an important topic in both the statistics and econometrics research communities. The available methodologies address te…
math.ST2015★ 3 cited
Estimation of the time of change in panel data
Lajos Horváth, Marie Hušková, Gregory Rice +1
We consider the problem of estimating the common time of a change in the mean parameters of panel data when dependence is allowed between the panels in the form of a common factor.…