Found 13 Documents (Results 1–13)
Estimation of panel data models with random interactive effects and multiple structural breaks when \(T\) is fixed. (English) Zbl 1531.62156
MSC:
62P20
Structural breaks in interactive effects panels and the stock market reaction to COVID-19. (English) Zbl 1531.62158
MSC:
62P20
Smooth structural changes and common factors in nonstationary panel data: an analysis of healthcare. (English) Zbl 07716491
MSC:
62P20
Estimation of panel group structure models with structural breaks in group memberships and coefficients. (English) Zbl 07659411
Estimation of a level shift in panel data with fractionally integrated errors. (English) Zbl 1471.91366
Testing for shifts in a time trend panel data model with serially correlated error component disturbances. (English) Zbl 1490.62226
Estimation and inference of change points in high-dimensional factor models. (English) Zbl 1464.62315
Consistent estimator of nonparametric structural spurious regression model for high frequency data. (English) Zbl 1401.62059
Filter Results by …
all
top 5
Author
- Okui, Ryo (2)
- Wang, Wendun (2)
- Westerlund, Joakim (2)
- Bai, Jushan (1)
- Baltagi, Badi H. (1)
- Chang, Seong Yeon (1)
- Chen, Bin (1)
- Han, Xu (1)
- Huang, Liquan (1)
- Jeong, Minsoo (1)
- Kaddoura, Yousef (1)
- Kao, Chihwa (1)
- Karavias, Yiannis (1)
- Karul, Cagin (1)
- Lee, Junsoo (1)
- Liu, Long (1)
- Lumsdaine, Robin L. (1)
- Maasoumi, Esfandiar (1)
- Narayan, Paresh Kumar (1)
- Nazlioglu, Saban (1)
- Phillips, Peter C. B. (1)
- Shi, Yutang (1)
- Sickles, Robin C. (1)
- Smith, Simon C. (1)
- Su, Liangjun (1)
- Tieslau, Margie A. (1)
- Timmermann, Allan G. (1)
- Wang, Yiren (1)
- You, Yu (1)
- Zhu, Yinchu (1)
Serial
- J. Econom. (6)
- Econom. Rev. (3)
- Econ. Lett. (2)
- J. Bus. Econ. Stat. (2)
Biographic Reference
- Schmidt, Peter (1)