Regime switching panel data models with interactive fixed effects
type: Item
instance of: scholarly article
title: Regime switching panel data models with interactive fixed effects
zbMATH Open document ID: 1416.62599
author: Tingting Cheng
author: Yayi Yan
author: Jiti Gao
published in: Economics Letters
publication date: 2019-04-18T00:00:00Z
Mathematics Subject Classification ID: 62P10
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F10
zbMATH DE Number: 7045819
zbMATH Keywords: ECM algorithm
zbMATH Keywords: interactive effect
zbMATH Keywords: maximum likelihood estimation
zbMATH Keywords: regime switching
MaRDI profile type: Publication
full work available at URL: j.econlet.2019.01.024
OpenAlex ID: W2908690076
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cites work: Analysis of time series subject to changes in regime
cites work: Dynamic linear models with Markov-switching
cites work: Estimation of Markov regime-switching regression models with endogenous switching
cites work: Markov-switching vector autoregressions. Modelling, statistical inference, and application to business cycle analysis
cites work: Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects
cites work: DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS
Wikidata QID: Q128484277
DOI: 10.1016/J.ECONLET.2019.01.024
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description: scientific article; zbMATH DE number 7045819