Estimating a common deterministic time trend break in large panels with cross sectional dependence - Kim, Dukpa (Journal of econometrics, 2011)
Keywords: Acceleration of convergence; Applications; Correlation; Correlation analysis; Deterministic trend; Distribution theory; Econometrics; equations; Estimating techniques; Estimation; Exact sciences and technology; Insurance, economics, finance; Limit theorems; Mathematics; Monte Carlo simulation; Numerical analysis; Numerical analysis. Scientific computation; Panel data; prices; Probability and statistics; Probability theory and stochastic processes; Sciences and techniques of general use; Statistics; Structural break; Structural break Deterministic trend Panel data; Structural change; Studies; Time series; Unit root; United States; United States--US; United States; C33; Panel data; Deterministic trend; Structural break; Statistical distribution; Error estimation; Error rate; Serial correlation; Dependent variable; Stochastic method; Unit root; Limit distribution; Cross sectional study; Convergence rate; Approximation theory; Monte Carlo method; Data analysis; Convergence acceleration; Price index; Statistical estimation; Statistical method; Numerical analysis; Correlation analysis; Trend analysis; Cross correlation; Econometrics