Pages that link to "Item:Q1927089"
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The following pages link to Detection of structural breaks in linear dynamic panel data models (Q1927089):
Displayed 25 items.
- Common breaks in means and variances for panel data (Q530972) (← links)
- Estimating a common deterministic time trend break in large panels with cross sectional dependence (Q738030) (← links)
- Changepoint estimation for dependent and non-stationary panels. (Q778562) (← links)
- Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso (Q898588) (← links)
- Estimation of heterogeneous panels with structural breaks (Q898593) (← links)
- Parameter cascading for panel models with unknown number of unobserved factors: an application to the credit spread puzzle (Q1623512) (← links)
- Testing for unit roots in short panels allowing for a structural break (Q1623539) (← links)
- Nonparametric testing for smooth structural changes in panel data models (Q1652957) (← links)
- On the behaviour of the GMM estimator in persistent dynamic panel data models with unrestricted initial conditions (Q1659119) (← links)
- Neighbourhood GMM estimation of dynamic panel data models (Q1659141) (← links)
- Monte Carlo comparison of model and moment selection and classical inference approaches to break detection in panel data models (Q1927866) (← links)
- Breaks in persistence in fixed-\(T\) panel data (Q2043150) (← links)
- On CUSUM test for dynamic panel models (Q2059108) (← links)
- A wavelet method for panel models with jump discontinuities in the parameters (Q2074601) (← links)
- Changepoint in dependent and non-stationary panels (Q2208373) (← links)
- Bayesian estimation for threshold autoregressive model with multiple structural breaks (Q2221227) (← links)
- Heterogeneous structural breaks in panel data models (Q2224988) (← links)
- Estimation of panel group structure models with structural breaks in group memberships and coefficients (Q2688649) (← links)
- SHRINKAGE ESTIMATION OF REGRESSION MODELS WITH MULTIPLE STRUCTURAL CHANGES (Q2981821) (← links)
- A new hybrid approach to panel data change point detection (Q5079862) (← links)
- (Q5125161) (← links)
- Time Series: How Unusual Local Behavior Can Be Recognized Using Fuzzy Modeling Methods (Q5126379) (← links)
- Common Breaks in Means for Cross‐Correlated Fixed‐<i>T</i> Panel Data (Q5382478) (← links)
- Shrinkage quantile regression for panel data with multiple structural breaks (Q6059398) (← links)
- Uniform inference in linear panel data models with two-dimensional heterogeneity (Q6108272) (← links)