Common breaks in time trends for large panel data with a factor structure
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Publication:5093239
DOI10.1111/ECTJ.12033OpenAlexW1581114185MaRDI QIDQ5093239
Publication date: 26 July 2022
Published in: The Econometrics Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/ectj.12033
Related Items (13)
Block bootstrapping for a panel mean break test ⋮ Common breaks in means for panel data under short-range dependence ⋮ Stationary bootstrapping for common mean change detection in cross-sectionally dependent panels ⋮ Panel data segmentation under finite time horizon ⋮ Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso ⋮ Estimation of heterogeneous panels with structural breaks ⋮ Panel data models with time-varying latent group structures ⋮ Common Breaks in Means for Cross‐Correlated Fixed‐T Panel Data ⋮ ASYMPTOTIC PROPERTIES OF THE CUSUM ESTIMATOR FOR THE TIME OF CHANGE IN LINEAR PANEL DATA MODELS ⋮ Estimation and inference of change points in high-dimensional factor models ⋮ Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models ⋮ A wavelet method for panel models with jump discontinuities in the parameters ⋮ Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term
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