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The Stata Journal
Volume 25 Number 3: pp. 526-560



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Testing and estimating structural breaks in time series and panel data in Stata

Jan Ditzen
Free University of Bozen-Bolzano
Bozen, Italy
[email protected]
Yiannis Karavias
Brunel University of London
London, UK
[email protected]
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View all articles with these keywords: xtbreak, structural breaks, change points, time-series data, panel data, interactive fixed effects, cross-sectional dependence

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