Pages that link to "Item:Q898588"
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The following pages link to Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso (Q898588):
Displaying 28 items.
- Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models (Q311643) (← links)
- Estimation of heterogeneous panels with structural breaks (Q898593) (← links)
- Nonparametric testing for smooth structural changes in panel data models (Q1652957) (← links)
- Testing for common breaks in a multiple equations system (Q1745616) (← links)
- Estimation of large dimensional factor models with an unknown number of breaks (Q1792477) (← links)
- On CUSUM test for dynamic panel models (Q2059108) (← links)
- A wavelet method for panel models with jump discontinuities in the parameters (Q2074601) (← links)
- Changepoint in dependent and non-stationary panels (Q2208373) (← links)
- Editorial: Celebrating 40 years of panel data analysis: past, present and future (Q2224972) (← links)
- Heterogeneous structural breaks in panel data models (Q2224988) (← links)
- Nonstationary panel models with latent group structures and cross-section dependence (Q2225013) (← links)
- Panel threshold models with interactive fixed effects (Q2227077) (← links)
- An incidental parameters free inference approach for panels with common shocks (Q2673194) (← links)
- Estimation of panel group structure models with structural breaks in group memberships and coefficients (Q2688649) (← links)
- ASYMPTOTIC PROPERTIES OF THE CUSUM ESTIMATOR FOR THE TIME OF CHANGE IN LINEAR PANEL DATA MODELS (Q2986523) (← links)
- IDENTIFYING LATENT GROUPED PATTERNS IN COINTEGRATED PANELS (Q5112014) (← links)
- (Q5125161) (← links)
- Implied Volatility Surface Estimation via Quantile Regularization (Q5141229) (← links)
- (Q5157683) (← links)
- Shrinkage quantile regression for panel data with multiple structural breaks (Q6059398) (← links)
- Integrative Analysis for High-Dimensional Stratified Models (Q6069883) (← links)
- A bi-integrative analysis of two-dimensional heterogeneous panel data models (Q6093783) (← links)
- POST-SELECTION INFERENCE IN THREE-DIMENSIONAL PANEL DATA (Q6098442) (← links)
- Uniform inference in linear panel data models with two-dimensional heterogeneity (Q6108272) (← links)
- Estimation and identification of latent group structures in panel data (Q6108310) (← links)
- (Q6125993) (← links)
- Panel data models with time-varying latent group structures (Q6199628) (← links)
- Segment regression model average with multiple threshold variables and multiple structural breaks (Q6490393) (← links)
