Heterogeneous structural breaks in panel data models

DOI10.1016/j.jeconom.2020.04.009zbMath1464.62519arXiv1801.04672OpenAlexW2963761432MaRDI QIDQ2224988

Wendun Wang, Ryo Okui

Publication date: 4 February 2021

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1801.04672

zbMATH Keywords

panel datastructural breaksfused Lassogrouped fixed effectsgrouped patterns

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Ridge regression; shrinkage estimators (Lasso) (62J07)

Related Items (10)

Uniform inference in linear panel data models with two-dimensional heterogeneity ⋮ Identifying latent group structures in spatial dynamic panels ⋮ A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR ⋮ Multi-dimensional latent group structures with heterogeneous distributions ⋮ Estimation of panel group structure models with structural breaks in group memberships and coefficients ⋮ Multi-Threshold Structural Equation Model ⋮ Panel data models with time-varying latent group structures ⋮ Unnamed Item ⋮ Identifying latent group structures in nonlinear panels ⋮ Convergence rate of estimators of clustered panel models with misclassification

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