Estimating coefficient-by-coefficient breaks in panel data models
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Cites work
- A note on the application of EC2SLS and EC3SLS estimators in panel data models
- Aggregation bias in the economic model of crime.
- An application of the maximum likelihood test to the change-point problem
- Asymptotic properties of the CUSUM estimator for the time of change in linear panel data models
- Change-point detection in panel data
- Determining the Number of Factors in Approximate Factor Models
- Estimating and Testing Linear Models with Multiple Structural Changes
- Estimation of Panel Data Models with Random Interactive Effects and Multiple Structural Breaks when T is Fixed
- Estimation of panel group structure models with structural breaks in group memberships and coefficients
- Grouped patterns of heterogeneity in panel data
- Heterogeneous structural breaks in panel data models
- scientific article; zbMATH DE number 3502628 (Why is no real title available?)
- Inferential Theory for Factor Models of Large Dimensions
- On the rate of approximations for maximum likelihood tests in change-point models
- Permutation tests for multiple changes.
- Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso
- Sieve Estimation of Time-Varying Panel Data Models With Latent Structures
- Structural breaks in panel data: large number of panels and short length time series
- The Adaptive Lasso and Its Oracle Properties
- The maximum likelihood method for testing changes in the parameters of normal observations
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