Pages that link to "Item:Q5864456"

The following pages link to Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term (Q5864456):

Displaying 10 items.

• Nonparametric testing for smooth structural changes in panel data models (Q1652957) (← links)
• Consistent estimator of nonparametric structural spurious regression model for high frequency data (Q1787219) (← links)
• Estimation of a level shift in panel data with fractionally integrated errors (Q1984471) (← links)
• Heterogeneous structural breaks in panel data models (Q2224988) (← links)
• Estimation and inference of change points in high-dimensional factor models (Q2227075) (← links)
• Variable selection in panel models with breaks (Q2323384) (← links)
• Estimation of panel group structure models with structural breaks in group memberships and coefficients (Q2688649) (← links)
• Testing for shifts in a time trend panel data model with serially correlated error component disturbances (Q5861011) (← links)
• Peter Schmidt: Econometrician and consummate professional (Q5864449) (← links)
• Panel data models with time-varying latent group structures (Q6199628) (← links)