Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso (Q898588): Difference between revisions

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+Tests for Parameter Instability and Structural Change With Unknown Change Point
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+End-of-Sample Instability Tests
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+Common breaks in means and variances for panel data
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+Testing For and Dating Common Breaks in Multivariate Time Series
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+Estimating and Testing Linear Models with Multiple Structural Changes
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+Estimation of heterogeneous panels with structural breaks
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+Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain
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+Q4671207
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+Q4209222
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+Testing for structural breaks in dynamic factor models
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+LASSO-TYPE GMM ESTIMATOR
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+An alternative to unit root tests: bridge estimators differentiate between nonstationary versus stationary models and select optimal lag
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+Select the valid and relevant moments: an information-based Lasso for GMM with many moments
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+Monte Carlo comparison of model and moment selection and classical inference approaches to break detection in panel data models
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+Detection of structural breaks in linear dynamic panel data models
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+Endogeneity in high dimensions
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+Nonconcave penalized likelihood with a diverging number of parameters.
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+Q4360236
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+Growth Empirics: A Panel Data Approach
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+Homogeneity Pursuit
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+Estimating a common deterministic time trend break in large panels with cross sectional dependence
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+Common breaks in time trends for large panel data with a factor structure
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+Asymptotics for Lasso-type estimators.
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+ORACLE EFFICIENT VARIABLE SELECTION IN RANDOM AND FIXED EFFECTS PANEL DATA MODELS
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+Testing for multiple structural changes with non-homogeneous regressors
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+Profile-kernel likelihood inference with diverging number of parameters
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+ADAPTIVE GMM SHRINKAGE ESTIMATION WITH CONSISTENT MOMENT SELECTION
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+AUTOMATED ESTIMATION OF VECTOR ERROR CORRECTION MODELS
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+Jackknife model averaging for quantile regressions
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+A Review on the Inverse of Symmetric Tridiagonal and Block Tridiagonal Matrices
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+Determinants of block tridiagonal matrices
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+Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
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+Testing slope homogeneity in large panels
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+Structural change estimation in time series regressions with endogenous variables
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+Estimating and Testing Structural Changes in Multivariate Regressions
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+The inverses of block tridiagonal matrices
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+Properties and refinements of the fused Lasso
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+Q3857500
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+TESTING HOMOGENEITY IN PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS
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+TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS
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+Q4864293
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+Sparsity and Smoothness Via the Fused Lasso
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+A note on adaptive group Lasso
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+Tuning parameter selectors for the smoothly clipped absolute deviation method
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+Testing for parameter constancy in the time series direction in panel data models
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+Model Selection and Estimation in Regression with Grouped Variables
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+Regularization Parameter Selections via Generalized Information Criterion
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+The Adaptive Lasso and Its Oracle Properties
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