Pages that link to "Item:Q5093239"
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The following pages link to Common breaks in time trends for large panel data with a factor structure (Q5093239):
Displaying 21 items.
- Estimating the common break date in large factor models (Q500594) (← links)
- Common breaks in means and variances for panel data (Q530972) (← links)
- Estimating a common deterministic time trend break in large panels with cross sectional dependence (Q738030) (← links)
- Panel data segmentation under finite time horizon (Q897629) (← 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)
- Stationary bootstrapping for common mean change detection in cross-sectionally dependent panels (Q1683643) (← 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)
- Breaks in persistence in fixed-\(T\) panel data (Q2043150) (← links)
- A wavelet method for panel models with jump discontinuities in the parameters (Q2074601) (← links)
- Block bootstrapping for a panel mean break test (Q2131936) (← links)
- Detecting granular time series in large panels (Q2224994) (← links)
- Estimation and inference of change points in high-dimensional factor models (Q2227075) (← links)
- ASYMPTOTIC PROPERTIES OF THE CUSUM ESTIMATOR FOR THE TIME OF CHANGE IN LINEAR PANEL DATA MODELS (Q2986523) (← links)
- Common breaks in means for panel data under short-range dependence (Q5079053) (← 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)
- Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term (Q5864456) (← links)
- Panel data models with time-varying latent group structures (Q6199628) (← links)
- Estimating a common break point in means for long-range dependent panel data (Q6655927) (← links)
