Pages that link to "Item:Q738030"

The following pages link to Estimating a common deterministic time trend break in large panels with cross sectional dependence (Q738030):

Displaying 30 items.

• Changepoint estimation for dependent and non-stationary panels. (Q778562) (← links)
• Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso (Q898588) (← links)
• Estimation of heterogeneous panels with structural breaks (Q898593) (← links)
• Testing for common breaks in a multiple equations system (Q1745616) (← links)
• Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models (Q1755119) (← links)
• Estimation of a level shift in panel data with fractionally integrated errors (Q1984471) (← links)
• On CUSUM test for dynamic panel models (Q2059108) (← links)
• Inference on a structural break in trend with mildly integrated errors (Q2126037) (← links)
• Block bootstrapping for a panel mean break test (Q2131936) (← links)
• Changepoint in dependent and non-stationary panels (Q2208373) (← 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)
• Quasi-maximum likelihood estimation of break point in high-dimensional factor models (Q2688659) (← links)
• SHRINKAGE ESTIMATION OF REGRESSION MODELS WITH MULTIPLE STRUCTURAL CHANGES (Q2981821) (← links)
• ASYMPTOTIC PROPERTIES OF THE CUSUM ESTIMATOR FOR THE TIME OF CHANGE IN LINEAR PANEL DATA MODELS (Q2986523) (← links)
• Isolating changed panels and estimating common change point after sequential detection with FDR control (Q5042197) (← links)
• Common breaks in means for panel data under short-range dependence (Q5079053) (← links)
• An evaluation of some methods used for determination of homogenous structural break point in mean of panel data (Q5083664) (← links)
• (Q5125161) (← links)
• Testing for parameter constancy in the time series direction in panel data models (Q5220921) (← links)
• Common Breaks in Means for Cross‐Correlated Fixed‐<i>T</i> Panel Data (Q5382478) (← links)
• Structural breaks in panel data: Large number of panels and short length time series (Q5860947) (← links)
• Testing for shifts in a time trend panel data model with serially correlated error component disturbances (Q5861011) (← links)
• Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term (Q5864456) (← links)
• Model-free classification of panel data via the ϵ-complexity theory (Q5867450) (← links)
• Comments on: ``Extensions of some classical methods in change point analysis'' (Q5971367) (← links)
• Integrative Analysis for High-Dimensional Stratified Models (Q6069883) (← links)
• Panel data models with time-varying latent group structures (Q6199628) (← links)