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Three essays in econometric theory

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  • Gan, Zhuojiong

    (Tilburg University, School of Economics and Management)

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  • Gan, Zhuojiong, 2015. "Three essays in econometric theory," Other publications TiSEM d9918e8f-ebf3-4bb8-a999-d, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:d9918e8f-ebf3-4bb8-a999-d51c5804f2d0
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    References listed on IDEAS

    as
    1. De Wachter, Stefan & Tzavalis, Elias, 2012. "Detection of structural breaks in linear dynamic panel data models," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3020-3034.
    2. Stock, James H. & Watson, Mark, 2011. "Dynamic Factor Models," Scholarly Articles 28469541, Harvard University Department of Economics.
    3. Wooldridge, Jeffrey M. & White, Halbert, 1988. "Some Invariance Principles and Central Limit Theorems for Dependent Heterogeneous Processes," Econometric Theory, Cambridge University Press, vol. 4(2), pages 210-230, August.
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