Estimating a common deterministic time trend break in large panels with cross sectional dependence
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Publication:738030
DOI10.1016/J.JECONOM.2011.06.018zbMATH Open1441.62772OpenAlexW2015539364MaRDI QIDQ738030FDOQ738030
Authors: Dukpa Kim 
Publication date: 12 August 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2011.06.018
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Cites Work
- Linear Regression Limit Theory for Nonstationary Panel Data
- Asymptotics for linear processes
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
- Estimating and Testing Linear Models with Multiple Structural Changes
- A PANIC attack on unit roots and cointegration.
- Structural breaks with deterministic and stochastic trends
- Testing For and Dating Common Breaks in Multivariate Time Series
- Estimating and Testing Structural Changes in Multivariate Regressions
- GLS-based unit root tests with multiple structural breaks under both the null and the alternative hypotheses
- Common breaks in means and variances for panel data
- Detection of structural breaks in linear dynamic panel data models
- Monte Carlo comparison of model and moment selection and classical inference approaches to break detection in panel data models
Cited In (35)
- Changepoint in dependent and non-stationary panels
- Testing for common breaks in a multiple equations system
- Common Breaks in Means for Cross‐Correlated Fixed‐T Panel Data
- Integrative Analysis for High-Dimensional Stratified Models
- Testing for shifts in a time trend panel data model with serially correlated error component disturbances
- Testing for Trend Specifications in Panel Data Models
- Model-free classification of panel data via the ϵ-complexity theory
- Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term
- Title not available (Why is that?)
- 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
- Comments on: ``Extensions of some classical methods in change point analysis
- Testing for parameter constancy in the time series direction in panel data models
- Heterogeneous structural breaks in panel data models
- Variable selection in panel models with breaks
- Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19
- Sieve Estimation of Time-Varying Panel Data Models With Latent Structures
- SHRINKAGE ESTIMATION OF REGRESSION MODELS WITH MULTIPLE STRUCTURAL CHANGES
- Panel data models with time-varying latent group structures
- Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso
- Isolating changed panels and estimating common change point after sequential detection with FDR control
- Structural breaks in panel data: Large number of panels and short length time series
- On CUSUM test for dynamic panel models
- Estimation of a level shift in panel data with fractionally integrated errors
- Changepoint estimation for dependent and non-stationary 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
- Inference on a structural break in trend with mildly integrated errors
- Estimation of panel group structure models with structural breaks in group memberships and coefficients
- Quasi-maximum likelihood estimation of break point in high-dimensional factor models
- Estimating cross-section common stochastic trends in nonstationary panel data
- Estimation of heterogeneous panels with structural breaks
- An evaluation of some methods used for determination of homogenous structural break point in mean of panel data
- Common breaks in means for panel data under short-range dependence
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