4.6 Article

Panel Data Models With Interactive Fixed Effects and Multiple Structural Breaks

相关参考文献

注意:仅列出部分参考文献,下载原文获取全部文献信息。
Article Economics

Estimation of heterogeneous panels with structural breaks

Badi H. Baltagi et al.

JOURNAL OF ECONOMETRICS (2016)

Article Statistics & Probability

THEORY AND METHODS OF PANEL DATA MODELS WITH INTERACTIVE EFFECTS

Jushan Bai et al.

ANNALS OF STATISTICS (2014)

Article Statistics & Probability

Group LASSO for Structural Break Time Series

Ngai Hang Chan et al.

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION (2014)

Article Computer Science, Interdisciplinary Applications

Detection of structural breaks in linear dynamic panel data models

Stefan De Wachter et al.

COMPUTATIONAL STATISTICS & DATA ANALYSIS (2012)

Article Energy & Fuels

CO2 emissions, electricity consumption and output in ASEAN

Hooi Hooi Lean et al.

APPLIED ENERGY (2010)

Article Economics

Common breaks in means and variances for panel data

Jushan Bai

JOURNAL OF ECONOMETRICS (2010)

Article Statistics & Probability

Multiple Change-Point Estimation With a Total Variation Penalty

Z. Harchaoui et al.

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION (2010)

Article Statistics & Probability

PROPERTIES AND REFINEMENTS OF THE FUSED LASSO

Alessandro Rinaldo

ANNALS OF STATISTICS (2009)

Article Economics

PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS

Jushan Bai

ECONOMETRICA (2009)

Article Economics

CO2 emissions, energy usage, and output in Central America

Nicholas Apergis et al.

ENERGY POLICY (2009)

Article Economics

CO2 emissions, energy consumption, and output in France

James B. Ang

ENERGY POLICY (2007)

Article Statistics & Probability

Determining the number of factors in the general dynamic factor model

Marc Hallin et al.

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION (2007)

Article Statistics & Probability

The adaptive lasso and its oracle properties

Hui Zou

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION (2006)

Article Statistics & Probability

Model selection and estimation in regression with grouped variables

M Yuan et al.

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY (2006)

Article Statistics & Probability

Sparsity and smoothness via the fused lasso

R Tibshirani et al.

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY (2005)

Article Statistics & Probability

Variable selection via nonconcave penalized likelihood and its oracle properties

JQ Fan et al.

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION (2001)