Kim, D. (2014). Common breaks in time trends for large panel data with a factor structure. The econometrics journal, 17(3), 301-337. https://doi.org/10.1111/ectj.12033
Chicago Style (17th ed.) CitationKim, Dukpa. "Common Breaks in Time Trends for Large Panel Data with a Factor Structure." The Econometrics Journal 17, no. 3 (2014): 301-337. https://doi.org/10.1111/ectj.12033.
MLA (9th ed.) CitationKim, Dukpa. "Common Breaks in Time Trends for Large Panel Data with a Factor Structure." The Econometrics Journal, vol. 17, no. 3, 2014, pp. 301-337, https://doi.org/10.1111/ectj.12033.
Warning: These citations may not always be 100% accurate.