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

DOI10.3969/J.ISSN.1008-5513.2019.02.006zbMATH Open1449.62077MaRDI QIDQ5210367FDOQ5210367

Authors: Pengli Gao, Zhiming Xia 

Publication date: 22 January 2020

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• Cumulative sum estimator for change-point in panel data
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zbMATH Keywords

consistencypanel datachange pointnonparametric maximum likelihood estimation

Mathematics Subject Classification ID

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

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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