most citedEstimation of the time of change in panel data

3 citations · 3 across the 1 of their papers we have counts for

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1 paper

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.…