Estimation of heterogeneous panels with structural breaks
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Publication:898593
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Cites work
- A Lagrange multiplier test for cross-sectional dependence in a fixed effects panel data model
- A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR(p) MODELS WHEN BOTHNANDTARE LARGE
- A bias-adjusted LM test of error cross-section independence
- A heteroskedasticity robust Breusch-Pagan test for contemporaneous correlation in dynamic panel data models
- A new diagnostic test for cross-section uncorrelatedness in nonparametric panel data models
- A test of cross section dependence for a linear dynamic panel model with regressors
- Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
- Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
- CONSISTENCY AND EFFICIENCY OF LEAST SQUARES ESTIMATION FOR MIXED REGRESSIVE, SPATIAL AUTOREGRESSIVE MODELS
- Change-point detection in panel data
- Common breaks in means and variances for panel data
- Common breaks in time trends for large panel data with a factor structure
- Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
- Cross-Section Regression with Common Shocks
- Detecting big structural breaks in large factor models
- Detection of structural breaks in linear dynamic panel data models
- Estimating a common deterministic time trend break in large panels with cross sectional dependence
- Estimating and Testing Linear Models with Multiple Structural Changes
- Estimating and Testing Structural Changes in Multivariate Regressions
- Estimating long-run relationships from dynamic heterogeneous panels
- Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
- Estimation of spatial autoregressive panel data models with fixed effects
- Forecasting Using Principal Components From a Large Number of Predictors
- GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
- Large panels with common factors and spatial correlation
- Linear Regression Limit Theory for Nonstationary Panel Data
- Matrix Analysis
- Non-parametric time-varying coefficient panel data models with fixed effects
- On the estimation and inference in factor-augmented panel regressions with correlated loadings
- Panel data models with interactive fixed effects
- Panel data models with spatially correlated error components
- Panels with non-stationary multifactor error structures
- Partial parameter consistency in a misspecified structural change model
- Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso
- Spurious regression and residual-based tests for cointegration in panel data
- Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data
- Testing For and Dating Common Breaks in Multivariate Time Series
- Testing for sphericity in a fixed effects panel data model
- Testing for structural breaks in dynamic factor models
- Testing slope homogeneity in large panels
- The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
- Weak and strong cross-section dependence and estimation of large panels
Cited in
(38)- Unobserved heterogeneity in panel time series models
- On CUSUM test for dynamic panel models
- Structural breaks in panel data: large number of panels and short length time series
- Estimating a common break point in means for long-range dependent panel data
- Changepoint in dependent and non-stationary panels
- On testing for structural break of coefficients in factor-augmented regression models
- Changepoint estimation for 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
- Variable selection in panel models with breaks
- Breaking the panels: An application to the GDP per capita
- Efficient estimation of heterogeneous coefficients in panel data models with common shocks
- Uniform inference in linear panel data models with two-dimensional heterogeneity
- scientific article; zbMATH DE number 7829051 (Why is no real title available?)
- Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
- Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
- Testing for common breaks in a multiple equations system
- Heterogeneous structural breaks in panel data models
- Shrinkage quantile regression for panel data with multiple structural breaks
- Editorial: Celebrating 40 years of panel data analysis: past, present and future
- Estimation of heterogeneous panels with systematic slope variations
- Panel data unit root test with structural break: a Bayesian approach
- A fluctuation test for structural change detection in heterogeneous panel data models
- Quantile estimation of heterogenous panel quantile model with group structure
- scientific article; zbMATH DE number 7255573 (Why is no real title available?)
- Estimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structure
- Factor-augmented regression models with structural change
- Asymptotic properties of the CUSUM estimator for the time of change in linear panel data models
- Dynamic Semiparametric Factor Model With Structural Breaks
- Common breaks in means for panel data under short-range dependence
- Smooth structural changes and common factors in nonstationary panel data: an analysis of healthcare expenditures†
- Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso
- Estimation and inference of change points in high-dimensional factor models
- Common breaks in time trends for large panel data with a factor structure
- Estimation of Panel Data Models with Random Interactive Effects and Multiple Structural Breaks when T is Fixed
- Common breaks in means for cross-correlated fixed-\(T\) panel data
- Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19
- Structural Breaks in Grouped Heterogeneity
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