Estimating restricted common structural changes for panel data
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Publication:2300531
DOI10.1007/S10255-019-0859-XzbMATH Open1432.62045OpenAlexW2995660653WikidataQ126586807 ScholiaQ126586807MaRDI QIDQ2300531FDOQ2300531
Authors: Liwen Zhang, Zhongyi Zhu 
Publication date: 27 February 2020
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10255-019-0859-x
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Point estimation (62F10) General nonlinear regression (62J02) Asymptotic distribution theory in statistics (62E20)
Cites Work
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- Nonparametric maximum likelihood approach to multiple change-point problems
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- Change-point detection in panel data
- Panel Data Econometrics
- Testing for Threshold Effects in Regression Models
- Approximating the distribution of the maximum likelihood estimate of the change-point in a sequence of independent random variables
- Estimating structural changes in regression quantiles
- Estimating restricted structural change models
- Confidence sets for the date of a single break in linear time series regressions
- Testing for structural change in regression quantiles
- Common breaks in means and variances for panel data
- Testing for change points due to a covariate threshold in quantile regression
- Testing for parameter constancy in the time series direction in panel data models
- The Lasso for High Dimensional Regression with a Possible Change Point
- Asymptotic properties of the CUSUM estimator for the time of change in linear panel data models
- Composite change point estimation for bent line quantile regression
Cited In (2)
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