Testing for parameter constancy in the time series direction in panel data models

Author: Yamazaki Daisuke   Kurozumi Eiji  

Publisher: Taylor & Francis Ltd

E-ISSN: 1563-5163|85|14|2874-2902

ISSN: 0094-9655

Source: Journal of Statistical Computation and Simulation, Vol.85, Iss.14, 2015-09, pp. : 2874-2902

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Abstract