Common breaks in means and variances for panel data (Q530972): Difference between revisions

@@ Property / author @@
-Jushan Bai
@@ Property / author: Jushan Bai / rank @@
-Normal rank
@@ Property / author @@
+Jushan Bai
@@ Property / author: Jushan Bai / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F12
@@ Property / Mathematics Subject Classification ID: 62F12 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6608388
@@ Property / zbMATH DE Number: 6608388 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+change points
@@ Property / zbMATH Keywords: change points / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+panel data
@@ Property / zbMATH Keywords: panel data / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+structural breaks
@@ Property / zbMATH Keywords: structural breaks / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+common breaks
@@ Property / zbMATH Keywords: common breaks / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jeconom.2009.10.020
+Normal rank
@@ Property / OpenAlex ID @@
+W2108938609
@@ Property / OpenAlex ID: W2108938609 / rank @@
+Normal rank
@@ Property / cites work @@
+Panel Data Econometrics
@@ Property / cites work: Panel Data Econometrics / rank @@
+Normal rank
@@ Property / cites work @@
+LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
+Normal rank
@@ Property / cites work @@
+Estimating and Testing Linear Models with Multiple Structural Changes
+Normal rank
@@ Property / cites work @@
+Testing For and Dating Common Breaks in Multivariate Time Series
+Normal rank
@@ Property / cites work @@
+Q4494125
@@ Property / cites work: Q4494125 / rank @@
+Normal rank
@@ Property / cites work @@
+Tests of Equality Between Sets of Coefficients in Two Linear Regressions
+Normal rank
@@ Property / cites work @@
+Q4348180
@@ Property / cites work: Q4348180 / rank @@
+Normal rank
@@ Property / cites work @@
+Models for Longitudinal Data with Censored Changepoints
+Normal rank
@@ Property / cites work @@
+Estimation in the multipath change point problem for correlated data
+Normal rank
@@ Property / cites work @@
+Estimation in multi-path change-point problems
@@ Property / cites work: Estimation in multi-path change-point problems / rank @@
+Normal rank
@@ Property / cites work @@
+Maximum likelihood estimation in the multi-path change-point problem
+Normal rank
@@ Property / cites work @@
+Q4351055
@@ Property / cites work: Q4351055 / rank @@
+Normal rank
@@ Property / cites work @@
+Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters
+Normal rank
@@ Property / cites work @@
+Testing and estimating change-points in time series
+Normal rank
@@ Property / cites work @@
+Detection of structural breaks in linear dynamic panel data models
+Normal rank
@@ Property / cites work @@
+Monte Carlo comparison of model and moment selection and classical inference approaches to break detection in panel data models
+Normal rank
@@ Property / cites work @@
+Approximating the distribution of the maximum likelihood estimate of the change-point in a sequence of independent random variables
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:530972