Pages that link to "Item:Q1927866"

The following pages link to Monte Carlo comparison of model and moment selection and classical inference approaches to break detection in panel data models (Q1927866):

Displaying 6 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)
• Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso (Q898588) (← links)
• Detection of structural breaks in linear dynamic panel data models (Q1927089) (← links)
• (Q5125161) (← links)
• Shrinkage quantile regression for panel data with multiple structural breaks (Q6059398) (← links)