Narrow search
Showing 1 - 4 of 4
Cover Image
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
Cover Image
Estimating multiple breaks in nonstationary autoregressive models
Pang, Tianxiao; Du, Lingjie; Chong, Terence Tai-Leung - In: Journal of econometrics 221 (2021) 1, pp. 277-311
Persistent link: https://www.econbiz.de/10012618836
Cover Image
Structural break in different stock index markets in China
Li, Boyan; Diao, Xundi - In: The North American journal of economics and finance : a … 65 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014309933
Cover Image
Estimation of a structural break point in linear regression models
Baek, Yaein - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 1, pp. 95-108
Persistent link: https://www.econbiz.de/10014449831