Pages that link to "Item:Q898593"

The following pages link to Estimation of heterogeneous panels with structural breaks (Q898593):

Displaying 37 items.

• Factor-augmented regression models with structural change (Q500558) (← links)
• 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)
• Unobserved heterogeneity in panel time series models (Q959319) (← links)
• Testing for common breaks in a multiple equations system (Q1745616) (← links)
• On testing for structural break of coefficients in factor-augmented regression models (Q1786799) (← links)
• On CUSUM test for dynamic panel models (Q2059108) (← links)
• Efficient estimation of heterogeneous coefficients in panel data models with common shocks (Q2173185) (← links)
• Changepoint in dependent and non-stationary panels (Q2208373) (← links)
• Editorial: Celebrating 40 years of panel data analysis: past, present and future (Q2224972) (← links)
• Estimation of heterogeneous panels with systematic slope variations (Q2224984) (← links)
• Heterogeneous structural breaks in panel data models (Q2224988) (← links)
• Estimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structure (Q2224991) (← links)
• Estimation and inference of change points in high-dimensional factor models (Q2227075) (← links)
• Variable selection in panel models with breaks (Q2323384) (← links)
• Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors (Q2516312) (← 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)
• Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (Q3418479) (← links)
• Common breaks in means for panel data under short-range dependence (Q5079053) (← links)
• Common breaks in time trends for large panel data with a factor structure (Q5093239) (← links)
• (Q5125161) (← links)
• (Q5157683) (← links)
• Common Breaks in Means for Cross‐Correlated Fixed‐<i>T</i> Panel Data (Q5382478) (← links)
• Breaking the panels: An application to the GDP per capita (Q5703224) (← links)
• Structural breaks in panel data: Large number of panels and short length time series (Q5860947) (← links)
• Shrinkage quantile regression for panel data with multiple structural breaks (Q6059398) (← links)
• A bi-integrative analysis of two-dimensional heterogeneous panel data models (Q6093783) (← links)
• Uniform inference in linear panel data models with two-dimensional heterogeneity (Q6108272) (← links)
• (Q6125993) (← links)
• Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19 (Q6190678) (← links)
• Structural Breaks in Grouped Heterogeneity (Q6190688) (← links)
• Estimation of Panel Data Models with Random Interactive Effects and Multiple Structural Breaks when <i>T</i> is Fixed (Q6190691) (← links)
• Quantile estimation of heterogenous panel quantile model with group structure (Q6594843) (← links)
• A fluctuation test for structural change detection in heterogeneous panel data models (Q6595021) (← links)
• Dynamic Semiparametric Factor Model With Structural Breaks (Q6617795) (← links)
• Estimating a common break point in means for long-range dependent panel data (Q6655927) (← links)