Pages that link to "Item:Q5864456"
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The following pages link to Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term (Q5864456):
Displaying 13 items.
- Nonparametric testing for smooth structural changes in panel data models (Q1652957) (← links)
- Consistent estimator of nonparametric structural spurious regression model for high frequency data (Q1787219) (← links)
- Estimation of a level shift in panel data with fractionally integrated errors (Q1984471) (← links)
- Heterogeneous structural breaks in panel data models (Q2224988) (← links)
- Estimation and inference of change points in high-dimensional factor models (Q2227075) (← links)
- Variable selection in panel models with breaks (Q2323384) (← links)
- Estimation of panel group structure models with structural breaks in group memberships and coefficients (Q2688649) (← links)
- Testing for shifts in a time trend panel data model with serially correlated error component disturbances (Q5861011) (← links)
- Peter Schmidt: Econometrician and consummate professional (Q5864449) (← links)
- Smooth structural changes and common factors in nonstationary panel data: an analysis of healthcare expenditures<sup>†</sup> (Q6134149) (← links)
- Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19 (Q6190678) (← links)
- Estimation of Panel Data Models with Random Interactive Effects and Multiple Structural Breaks when <i>T</i> is Fixed (Q6190691) (← links)
- Panel data models with time-varying latent group structures (Q6199628) (← links)