Research Article
A Two-Stage Estimator for Change Point in the Mean of Panel Data
Table 1
Simulation comparison of two-stage estimation and least square estimation.
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| | TS | | 501.218 (26.411) | 0.926 | 601.084 (21.981) | 1.180 | 700.164 (20.535) | 1.468 | | 499.998 (0.184) | 2.452 | 600.012 (0.126) | 3.194 | 700.006 (0.073) | 3.838 | | 499.998 (0.118) | 3.834 | 600.006 (0.134) | 5.074 | 700.000 (0.063) | 5.946 | | LS | 499.998 (0.195) | 7.640 | 599.988 (0.141) | 11.378 | 699.998 (0.077) | 24.856 |
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