Pages that link to "Item:Q898593"
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The following pages link to Estimation of heterogeneous panels with structural breaks (Q898593):
Displayed 17 items.
- Factor-augmented regression models with structural change (Q500558) (← links)
- Changepoint estimation for dependent and non-stationary panels. (Q778562) (← links)
- Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso (Q898588) (← links)
- Testing for common breaks in a multiple equations system (Q1745616) (← links)
- On testing for structural break of coefficients in factor-augmented regression models (Q1786799) (← links)
- On CUSUM test for dynamic panel models (Q2059108) (← links)
- Changepoint in dependent and non-stationary panels (Q2208373) (← links)
- Editorial: Celebrating 40 years of panel data analysis: past, present and future (Q2224972) (← 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)
- ASYMPTOTIC PROPERTIES OF THE CUSUM ESTIMATOR FOR THE TIME OF CHANGE IN LINEAR PANEL DATA MODELS (Q2986523) (← links)
- Common breaks in means for panel data under short-range dependence (Q5079053) (← links)
- (Q5125161) (← links)
- (Q5157683) (← links)
- Common Breaks in Means for Cross‐Correlated Fixed‐<i>T</i> Panel Data (Q5382478) (← links)
- Structural breaks in panel data: Large number of panels and short length time series (Q5860947) (← links)