Change Point Estimation in Panel Data with Time-Varying Individual Effects
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- Otilia Boldea & Bettina Drepper & Zhuojiong Gan, 2020. "Change point estimation in panel data with time‐varying individual effects," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(6), pages 712-727, September.
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Cited by:
- Otilia Boldea & Bettina Drepper & Zhuojiong Gan, 2020.
"Change point estimation in panel data with time‐varying individual effects,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(6), pages 712-727, September.
- Otilia Boldea & Bettina Drepper & Zhuojiong Gan, 2018. "Change Point Estimation in Panel Data with Time-Varying Individual Effects," Papers 1808.03109, arXiv.org.
- Jan Ditzen & Yiannis Karavias & Joakim Westerlund, 2022.
"Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending,"
Papers
2211.06707, arXiv.org, revised Jan 2023.
- Jan Ditzen & Yiannis Karavias & Joakim Westerlund, 2023. "Multiple structural breaks in interactive effects panel data and the impace of quantitative easing on bank lending," Discussion Papers 23-02, Department of Economics, University of Birmingham.
- Jan Ditzen & Yiannis Karavias & Joakim Westerlund, 2023. "Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending," BEMPS - Bozen Economics & Management Paper Series BEMPS99, Faculty of Economics and Management at the Free University of Bozen.
- Yiannis Karavias & Paresh Kumar Narayan & Joakim Westerlund, 2023.
"Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(3), pages 653-666, July.
- Yiannis Karavias & Paresh Narayan & Joakim Westerlund, 2021. "Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19," Papers 2111.03035, arXiv.org.
- Westerlund, Joakim & Nordström, Marcus, 2021. "Breaks in persistence in fixed-T panel data," Economics Letters, Elsevier, vol. 205(C).
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