Heterogeneous structural breaks in panel data models (Q2224988): Difference between revisions

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+End-of-Sample Instability Tests
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+Normal rank
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+Common breaks in means and variances for panel data
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+Estimation of heterogeneous panels with structural breaks
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+Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term
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+Grouped effects estimators in fixed effects models
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+Grouped Patterns of Heterogeneity in Panel Data
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+Q5447115
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+Normal rank
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+Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA
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+Estimating a common deterministic time trend break in large panels with cross sectional dependence
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+The Lasso for High Dimensional Regression with a Possible Change Point
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+Estimation of Panel Data Models with Parameter Heterogeneity when Group Membership is Unknown
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+Determining the number of groups in latent panel structures with an application to income and democracy
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+Estimating long-run relationships from dynamic heterogeneous panels
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+Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso
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+Asymptotic Theory of Weakly Dependent Random Processes
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+TESTING HOMOGENEITY IN PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS
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+Identifying Latent Structures in Panel Data
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+Efficient Inference in a Random Coefficient Regression Model
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+Q4864293
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+Classification of Non-Parametric Regression Functions in Longitudinal Data Models
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+Detection of structural breaks in linear dynamic panel data models
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