Common breaks in means and variances for panel data

Bai, Jushan . Journal of Econometrics 2010. 157 (1) :78-92

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Bibtex

@article{CIS-250045,
  Author = {Bai, Jushan},
  Title = {Common breaks in means and variances for panel data},
  Journal = {Journal of Econometrics},
  Volume = {157},
  Number = {1},
  Year = {2010},
  Pages = {78--92},
  Keywords = {structural breaks, change points}
}

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