Estimation of panel data models with random interactive effects and multiple structural breaks when T is fixed
Yousef Kaddoura and Joakim Westerlund
| Year of publication: |
2023
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|---|---|
| Authors: | Kaddoura, Yousef ; Westerlund, Joakim |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 41.2023, 3, p. 778-790
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| Subject: | Common factors | Interactive effects | Lasso | Panel data | Structural change | Panel | Panel study | Strukturbruch | Structural break | Schätztheorie | Estimation theory |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2022.2067546 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014448434