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Estimating the change point of binary porfiles in phase II

Sharafi, Alireza; Aminnayeri, Majid; Amiri, Amirhossein - In: International journal of productivity and quality … 14 (2014) 3, pp. 336-351

Persistent link: https://www.econbiz.de/10010488442

Measuring the US NAIRU as a step function

Yamada, Hiroshi; Yoon, Gawon - In: Empirical economics : a journal of the Institute for … 51 (2016) 4, pp. 1679-1688

Persistent link: https://www.econbiz.de/10011661896

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

Jump-preserving varying-coefficient models for nonlinear time series

Čížek, Pavel; Koo, Chao Hui - 2016

Persistent link: https://www.econbiz.de/10011643235

Change point estimation in panel data without boundary issue

Peštová, Barbora; Pešta, Michal - In: Risks : open access journal 5 (2017) 1, pp. 1-22

Panel data of our interest consist of a moderate number of panels, while the panels contain a small number of observations. An estimator of common breaks in panel means without a boundary issue for this kind of scenario is proposed. In particular, the novel estimator is able to detect a common...

Persistent link: https://www.econbiz.de/10011636497