Advanced search
Publication Cover
Journal of Statistical Computation and Simulation Volume 85, 2015 - Issue 14
Submit an article Journal homepage
227
Views
4
CrossRef citations to date
0
Altmetric
Original Articles

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

Daisuke YamazakiDepartment of Economics, Hitotsubashi University, 2-1 Naka, Kunitachi, Tokyo186-8601, JapanCorrespondence[email protected]
View further author information
&
Eiji KurozumiDepartment of Economics, Hitotsubashi University, 2-1 Naka, Kunitachi, Tokyo186-8601, JapanView further author information
Pages 2874-2902 | Received 16 Apr 2014, Accepted 12 Jul 2014, Published online: 04 Aug 2014

Citations (4)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (1)

Wen Xu. (2022) Testing for time-varying factor loadings in high-dimensional factor models. Econometric Reviews 41:8, pages 918-965.
Read now

Articles from other publishers (3)

Li-wen Zhang & Zhong-yi Zhu. (2019) Estimating Restricted Common Structural Changes for Panel Data. Acta Mathematicae Applicatae Sinica, English Series 35:4, pages 893-908.
Crossref
Junhui Qian & Liangjun Su. (2016) Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso. Journal of Econometrics 191:1, pages 86-109.
Crossref
Junhui Qian & Liangjun Su. (2014) Shrinkage Estimation of Common Breaks in Panel Data Models via Adaptive Group Fused Lasso. SSRN Electronic Journal.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.