Nonparametric maximum likelihood estimation method for common change point in panel data

DOI10.3969/J.ISSN.1008-5513.2019.02.006MaRDI QIDQ5210367zbMATH OpenFDO

Authors Pengli Gao, Zhiming Xia

Publication date 22 January 2020

zbMATH Keywords

consistencypanel datachange pointnonparametric maximum likelihood estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Causal inference from observational studies (62D20)

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Cited in

(6)

• A two-stage estimator for change point in the mean of panel data
• Cumulative sum estimator for change-point in panel data
• Estimation of change point in linear panel model
• Estimating the change-point in linear panel model with partial structure change
• The least squares estimation of gradual change point in variances of panel data
• Estimating restricted common structural changes for panel data

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