Detecting common breaks in the means of high dimensional cross-dependent panels

Lajos Horváth, Zhenya Liu, Gregory Rice, Yuqian Zhao

Open source

DOI: 10.1093/ectj/utab028
Published: 2021-09-04
Container: The Econometrics Journal
Publisher: Oxford University Press (OUP)
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.1093/ectj/utab028,
  title = {Detecting common breaks in the means of high dimensional cross-dependent panels},
  author = {Lajos Horváth and Zhenya Liu and Gregory Rice and Yuqian Zhao},
  year = {2021},
  journal = {The Econometrics Journal},
  doi = {10.1093/ectj/utab028},
  url = {https://doi.org/10.1093/ectj/utab028}
}

RIS

TY  - JOUR
TI  - Detecting common breaks in the means of high dimensional cross-dependent panels
AU  - Lajos Horváth
AU  - Zhenya Liu
AU  - Gregory Rice
AU  - Yuqian Zhao
PY  - 2021
JO  - The Econometrics Journal
DO  - 10.1093/ectj/utab028
UR  - https://doi.org/10.1093/ectj/utab028
ER  -

APA

Horváth, L., Liu, Z., Rice, G., & Zhao, Y. (2021). Detecting common breaks in the means of high dimensional cross-dependent panels. The Econometrics Journal. https://doi.org/10.1093/ectj/utab028

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crossref · retrieved 2026-09-24T23:26:53.195Z