Estimation of change point in linear panel model

MaRDI QIDQ5129321zbMATH OpenFDO

Authors Jiao Han, Zhiming Xia

Publication date 27 October 2020

zbMATH Keywords

consistencyleast squares methodlinear modelpanel data

Mathematics Subject Classification ID

Causal inference from observational studies (62D20) Nonparametric estimation (62G05) Nonparametric hypothesis testing (62G10)

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Cited in

(9)

• Cumulative sum estimator for change-point in panel data
• Estimation of a change in linear models
• A two-stage estimator for change point in the mean of panel data
• The least squares estimation of gradual change point in variances of panel data
• Estimator of a change point in single index models
• Estimating the change-point in linear panel model with partial structure change
• 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
• Changepoint estimation for dependent and non-stationary panels.

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