Estimating restricted common structural changes for panel data

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

zbMATH Keywords

consistencypanel datacommon structural changes

Mathematics Subject Classification ID

Point estimation (62F10) General nonlinear regression (62J02) Asymptotic distribution theory in statistics (62E20)

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Cites Work

• scientific article; zbMATH DE number 3502628 (Why is no real title available?)
• scientific article; zbMATH DE number 1048663 (Why is no real title available?)
• Approximating the distribution of the maximum likelihood estimate of the change-point in a sequence of independent random variables
• Asymptotic properties of the CUSUM estimator for the time of change in linear panel data models
• Change-point detection in panel data
• Common breaks in means and variances for panel data
• Composite change point estimation for bent line quantile regression
• Confidence sets for the date of a single break in linear time series regressions
• Estimating restricted structural change models
• Estimating structural changes in regression quantiles
• Nonparametric maximum likelihood approach to multiple change-point problems
• Panel Data Econometrics
• Simultaneous multiple change-point and factor analysis for high-dimensional time series
• Testing for Threshold Effects in Regression Models
• 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
• Testing for structural change in regression quantiles
• The Lasso for high dimensional regression with a possible change point

Cited In (2)

• Estimating restricted structural change models
• Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso

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