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Estimation of heterogeneous panels with structural breaks
Baltagi, Badi H.; Qu, Feng; Kao, Chihwa - In: Journal of econometrics 191 (2016) 1, pp. 176-195
Persistent link: https://www.econbiz.de/10011598096
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Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
Chudik, Alexander; Pesaran, M. Hashem - In: Journal of econometrics 188 (2015) 2, pp. 393-420
Persistent link: https://www.econbiz.de/10011503218
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Estimation of panel group structure models with structural breaks in group memberships and coefficients
Lumsdaine, Robin L.; Okui, Ryo; Wang, Wendun - In: Journal of econometrics 233 (2023) 1, pp. 45-65
Persistent link: https://www.econbiz.de/10014340925
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Estimating and testing high dimensional factor models with multiple structural changes
Baltagi, Badi H.; Kao, Chihwa; Wang, Fa - In: Journal of econometrics 220 (2021) 2, pp. 349-365
Persistent link: https://www.econbiz.de/10012618518
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Common breaks in means and variances for panel data
Bai, Jushan - In: Journal of econometrics 157 (2010) 1, pp. 78-92
Persistent link: https://www.econbiz.de/10008661845
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Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso
Qian, Junhui; Su, Liangjun - In: Journal of econometrics 191 (2016) 1, pp. 86-109
Persistent link: https://www.econbiz.de/10011594639
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Nonparametric testing for smooth structural changes in panel data models
Chen, Bin; Huang, Liquan - In: Journal of econometrics 202 (2018) 2, pp. 245-267
Persistent link: https://www.econbiz.de/10011974569
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Panel data models with time-varying latent group structures
Wang, Yiren; Phillips, Peter C. B.; Su, Liangjun - In: Journal of econometrics 240 (2024) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10015075027
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Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects
Vogelsang, Timothy J. - In: Journal of econometrics 166 (2012) 2, pp. 303-319
Persistent link: https://www.econbiz.de/10009511326
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Testing error serial correlation in fixed effects nonparametric panel data models
Green, Carl; Long, Wei; Hsiao, Cheng - In: Journal of econometrics 188 (2015) 2, pp. 466-473
Persistent link: https://www.econbiz.de/10011503631