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Estimation of heterogeneous panels with structural breaks
Baltagi, Badi H.; Feng, Qu; Kao, Chihwa - In: Journal of econometrics 191 (2016) 1, pp. 176-195
Persistent link: https://www.econbiz.de/10011598096
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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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Group fused Lasso for large factor models with multiple structural breaks
Ma, Chenchen; Tu, Yundong - In: Journal of econometrics 233 (2023) 1, pp. 132-154
Persistent link: https://www.econbiz.de/10014340971
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Optimal forecasts in the presence of structural breaks
Pesaran, M. Hashem; Pick, Andreas; Pranovich, Mikhail - In: Journal of econometrics 177 (2013) 2, pp. 134-152
Persistent link: https://www.econbiz.de/10010254881
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Pre and post break parameter inference
Elliott, Graham; Müller, Ulrich K. - In: Journal of econometrics 180 (2014) 2, pp. 141-157
Persistent link: https://www.econbiz.de/10010433401
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Threshold models in time series analysis : some reflections
Tong, Howell - In: Journal of econometrics 189 (2015) 2, pp. 485-491
Persistent link: https://www.econbiz.de/10011504634
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Real-time nowcasting of nominal GDP with structural breaks
Barnett, William A.; Chauvet, Marcelle; Leiva-Leon, Danilo - In: Journal of econometrics 191 (2016) 2, pp. 312-324
Persistent link: https://www.econbiz.de/10011610554
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Variable selection in panel models with breaks
Smith, Simon C.; Timmermann, Allan; Zhu, Yinchu - In: Journal of econometrics 212 (2019) 1, pp. 323-344
Persistent link: https://www.econbiz.de/10012303949
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Heterogeneous structural breaks in panel data models
Okui, Ryo; Wang, Wendun - In: Journal of econometrics 220 (2021) 2, pp. 447-473
Persistent link: https://www.econbiz.de/10012618524
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Inference after estimation of breaks
Andrews, Isaiah; Kitagawa, Toru; McCloskey, Adam - In: Journal of econometrics 224 (2021) 1, pp. 39-59
Persistent link: https://www.econbiz.de/10013275378