Common breaks in time trends for large panel data with a factor structure
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Publication:5093239
DOI10.1111/ECTJ.12033OpenAlexW1581114185MaRDI QIDQ5093239FDOQ5093239
Authors: Dukpa Kim 
Publication date: 26 July 2022
Published in: Econometrics Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/ectj.12033
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Cited In (16)
- Common Breaks in Means for Cross‐Correlated Fixed‐T Panel Data
- Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term
- Block bootstrapping for a panel mean break test
- Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models
- Estimation and inference of change points in high-dimensional factor models
- Estimating a common deterministic time trend break in large panels with cross sectional dependence
- Panel data segmentation under finite time horizon
- Panel data models with time-varying latent group structures
- Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso
- Stationary bootstrapping for common mean change detection in cross-sectionally dependent panels
- ASYMPTOTIC PROPERTIES OF THE CUSUM ESTIMATOR FOR THE TIME OF CHANGE IN LINEAR PANEL DATA MODELS
- Estimating a common break point in means for long-range dependent panel data
- Common breaks in means and variances for panel data
- A wavelet method for panel models with jump discontinuities in the parameters
- Estimation of heterogeneous panels with structural breaks
- Common breaks in means for panel data under short-range dependence
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