Estimation of heterogeneous panels with structural breaks
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Publication:898593
DOI10.1016/J.JECONOM.2015.03.048zbMATH Open1390.91250OpenAlexW816802601MaRDI QIDQ898593FDOQ898593
Authors: Badi H. Baltagi, Qu Feng, Chihwa Kao 
Publication date: 18 December 2015
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://www.maxwell.syr.edu/uploadedFiles/cpr/publications/working_papers2/wp179.pdf
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Cites Work
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Cited In (34)
- 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
- Title not available (Why is that?)
- On testing for structural break of coefficients in factor-augmented regression models
- Editorial: Celebrating 40 years of panel data analysis: past, present and future
- Estimation of heterogeneous panels with systematic slope variations
- Title not available (Why is that?)
- A fluctuation test for structural change detection in heterogeneous panel data models
- Quantile estimation of heterogenous panel quantile model with group structure
- Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
- Estimation and inference of change points in high-dimensional factor models
- Shrinkage quantile regression for panel data with multiple structural breaks
- Heterogeneous structural breaks in panel data models
- Variable selection in panel models with breaks
- Estimation of Panel Data Models with Random Interactive Effects and Multiple Structural Breaks when T is Fixed
- Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19
- Structural Breaks in Grouped Heterogeneity
- Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso
- Structural breaks in panel data: Large number of panels and short length time series
- On CUSUM test for dynamic panel models
- A bi-integrative analysis of two-dimensional heterogeneous panel data models
- Changepoint estimation for dependent and non-stationary panels.
- Uniform inference in linear panel data models with two-dimensional heterogeneity
- 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
- Estimation of panel group structure models with structural breaks in group memberships and coefficients
- Factor-augmented regression models with structural change
- Title not available (Why is that?)
- Unobserved heterogeneity in panel time series models
- Breaking the panels: An application to the GDP per capita
- 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†
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