Estimation of Panel Data Models with Random Interactive Effects and Multiple Structural Breaks when <i>T</i> is Fixed (Q6190691): Difference between revisions

Latest revision as of 15:48, 27 August 2024

scientific article; zbMATH DE number 7813774

Language	Label	Description	Also known as
English	Estimation of Panel Data Models with Random Interactive Effects and Multiple Structural Breaks when <i>T</i> is Fixed	scientific article; zbMATH DE number 7813774

Statements

instance of

scholarly article

0 references

title

Estimation of Panel Data Models with Random Interactive Effects and Multiple Structural Breaks when <i>T</i> is Fixed (English)

0 references

0 references

0 references

Journal of Business & Economic Statistics

0 references

publication date

6 March 2024

0 references

zbMATH Keywords

common factors

0 references

interactive effects

0 references

Lasso

0 references

panel data

0 references

structural change

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.1080/07350015.2022.2067546

0 references

cites work

Panel data models with multiple time-varying individual effects

0 references

Structural breaks in panel data: Large number of panels and short length time series

0 references

Cross-Section Regression with Common Shocks

0 references

Panel Data Models With Interactive Fixed Effects

0 references

A note on the application of EC2SLS and EC3SLS estimators in panel data models

0 references

Estimation of heterogeneous panels with structural breaks

0 references

Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term

0 references

Aggregation bias in the economic model of crime.

0 references

Q5491004

0 references

THE FACTOR-LASSO AND K-STEP BOOTSTRAP APPROACH FOR INFERENCE IN HIGH-DIMENSIONAL ECONOMIC APPLICATIONS

0 references

Inference and testing breaks in large dynamic panels with strong cross sectional dependence

0 references

Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19

0 references

Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects

0 references

Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure

0 references

Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso

0 references

IV estimation of panels with factor residuals

0 references

Sparsity and Smoothness Via the Fused Lasso

0 references

A new structural break test for panels with common factors

0 references

Identifiers

DOI

10.1080/07350015.2022.2067546

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:6190691

@@ Property / cites work @@
+Panel data models with multiple time-varying individual effects
+Normal rank
@@ Property / cites work @@
+Structural breaks in panel data: Large number of panels and short length time series
+Normal rank
@@ Property / cites work @@
+Cross-Section Regression with Common Shocks
@@ Property / cites work: Cross-Section Regression with Common Shocks / rank @@
+Normal rank
@@ Property / cites work @@
+Panel Data Models With Interactive Fixed Effects
@@ Property / cites work: Panel Data Models With Interactive Fixed Effects / rank @@
+Normal rank
@@ Property / cites work @@
+A note on the application of EC2SLS and EC3SLS estimators in panel data models
+Normal rank
@@ Property / cites work @@
+Estimation of heterogeneous panels with structural breaks
+Normal rank
@@ Property / cites work @@
+Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term
+Normal rank
@@ Property / cites work @@
+Aggregation bias in the economic model of crime.
@@ Property / cites work: Aggregation bias in the economic model of crime. / rank @@
+Normal rank
@@ Property / cites work @@
+Q5491004
@@ Property / cites work: Q5491004 / rank @@
+Normal rank
@@ Property / cites work @@
+THE FACTOR-LASSO AND K-STEP BOOTSTRAP APPROACH FOR INFERENCE IN HIGH-DIMENSIONAL ECONOMIC APPLICATIONS
+Normal rank
@@ Property / cites work @@
+Inference and testing breaks in large dynamic panels with strong cross sectional dependence
+Normal rank
@@ Property / cites work @@
+Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19
+Normal rank
@@ Property / cites work @@
+Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects
+Normal rank
@@ Property / cites work @@
+Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
+Normal rank
@@ Property / cites work @@
+Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso
+Normal rank
@@ Property / cites work @@
+IV estimation of panels with factor residuals
@@ Property / cites work: IV estimation of panels with factor residuals / rank @@
+Normal rank
@@ Property / cites work @@
+Sparsity and Smoothness Via the Fused Lasso
@@ Property / cites work: Sparsity and Smoothness Via the Fused Lasso / rank @@
+Normal rank
@@ Property / cites work @@
+A new structural break test for panels with common factors
+Normal rank