Estimating the change-point in linear panel model with partial structure change

DOI10.3969/J.ISSN.1008-5513.2019.02.003MaRDI QIDQ5210364zbMATH OpenFDO

Authors Jiao Han, Zhiming Xia

Publication date 22 January 2020

Full work available at URL https://doi.org/10.3969/J.ISSN.1008-5513.2019.02.003

zbMATH Keywords

consistencyleast squares methodlinear modelpanel data

Mathematics Subject Classification ID

Causal inference from observational studies (62D20) Nonparametric hypothesis testing (62G10) Linear regression; mixed models (62J05)

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Cited in

(8)

• Partial parameter consistency in a misspecified structural change model
• A two-stage estimator for change point in the mean of panel data
• Estimating restricted common structural changes for panel data
• The least squares estimation of gradual change point in variances of panel data
• Estimation of change point in linear panel model
• Partially linear models and their applications to change point detection of chemical process data
• Nonparametric maximum likelihood estimation method for common change point in panel data
• Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term

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