Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso
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Cited in
(34)- Shrinkage estimation of regression models with multiple structural changes
- Detecting Unobserved Heterogeneity in Efficient Prices via Classifier-Lasso
- On CUSUM test for dynamic panel models
- Identifying latent grouped patterns in cointegrated panels
- Sieve Estimation of Time-Varying Panel Data Models With Latent Structures
- Changepoint in dependent and non-stationary panels
- A bi-integrative analysis of two-dimensional heterogeneous panel data models
- Estimation of panel group structure models with structural breaks in group memberships and coefficients
- Segment regression model average with multiple threshold variables and multiple structural breaks
- Shrinkage estimation of dynamic panel data models with interactive fixed effects
- Estimation of large dimensional factor models with an unknown number of breaks
- Uniform inference in linear panel data models with two-dimensional heterogeneity
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- Testing for common breaks in a multiple equations system
- Heterogeneous structural breaks in panel data models
- A model-based multithreshold method for subgroup identification
- Shrinkage quantile regression for panel data with multiple structural breaks
- Estimation of heterogeneous panels with structural breaks
- Editorial: Celebrating 40 years of panel data analysis: past, present and future
- Nonstationary panel models with latent group structures and cross-section dependence
- Panel data unit root test with structural break: a Bayesian approach
- Panel data models with time-varying latent group structures
- Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models
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- Panel threshold models with interactive fixed effects
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- Asymptotic properties of the CUSUM estimator for the time of change in linear panel data models
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- Estimation and identification of latent group structures in panel data
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- Estimation of Panel Data Models with Random Interactive Effects and Multiple Structural Breaks when T is Fixed
- Implied volatility surface estimation via quantile regularization
- Nonparametric testing for smooth structural changes in panel data models
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