Nonparametric maximum likelihood estimation method for common change point in panel data

DOI10.3969/J.ISSN.1008-5513.2019.02.006MaRDI QIDQ5210367zbMATH OpenFDO

Authors Pengli Gao, Zhiming Xia

Publication date 22 January 2020

Full work available at URL https://doi.org/10.3969/J.ISSN.1008-5513.2019.02.006

zbMATH Keywords

change pointconsistencynonparametric maximum likelihood estimationpanel data

Mathematics Subject Classification ID

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

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Cited in

(7)

• Cumulative sum estimator for change-point in panel data
• 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
• Estimating the change-point in linear panel model with partial structure change
• Changepoint estimation for dependent and non-stationary panels.

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