Common breaks in time trends for large panel data with a factor structure
From MaRDI portal
(Redirected from Publication:5093239)
Recommendations
- Estimating a common deterministic time trend break in large panels with cross sectional dependence
- Estimating the common break date in large factor models
- Common breaks in means and variances for panel data
- Common breaks in means for cross-correlated fixed-\(T\) panel data
- Estimation of heterogeneous panels with structural breaks
Cited in
(28)- Stationary bootstrapping for common mean change detection in cross-sectionally dependent panels
- Testing for common breaks in a multiple equations system
- Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models
- Breaks in persistence in fixed-\(T\) panel data
- A wavelet method for panel models with jump discontinuities in the parameters
- Block bootstrapping for a panel mean break test
- Detecting granular time series in large panels
- Estimation and inference of change points in high-dimensional factor models
- Asymptotic properties of the CUSUM estimator for the time of change in linear panel data models
- Testing For and Dating Common Breaks in Multivariate Time Series
- Estimating the common break date in large factor models
- Common breaks in means for panel data under short-range dependence
- Common breaks in means and variances for panel data
- Common breaks in means for cross-correlated fixed-\(T\) panel data
- Structural breaks in panel data: large number of panels and short length time series
- Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term
- Panel data models with time-varying latent group structures
- Estimating a common break point in means for long-range dependent panel data
- A note on asymptotic properties of time series models with a trend break
- Determination of the number of breaks in heterogeneous panel data models
- On spatio-temporal model with diverging number of thresholds and its applications in housing market
- Optimal multivariate EWMA chart for detecting common change in mean
- Panel Data Cointegration Testing with Structural Instabilities
- Estimating a common break in anti-persistent panel models with cross-sectional dependence
- Estimating a common deterministic time trend break in large panels with cross sectional dependence
- Panel data segmentation under finite time horizon
- Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso
- Estimation of heterogeneous panels with structural breaks
This page was built for publication: Common breaks in time trends for large panel data with a factor structure
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5093239)
