ASYMPTOTIC PROPERTIES OF THE CUSUM ESTIMATOR FOR THE TIME OF CHANGE IN LINEAR PANEL DATA MODELS

Publisher: Cambridge University Press

E-ISSN: 1469-4360|33|2|366-412

ISSN: 0266-4666

Source: Econometric Theory, Vol.33, Iss.2, 2016-01, pp. : 366-412

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Abstract