Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term

By Badi H. Baltagi, C. Kao, Long Liu. 2017

58 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/78a6617f34adef0d5189bcc8bdffdbe698992961

Citations in the corpus

• Estimation of Panel Group Structure Models with Structural Breaks in Group Memberships and Coefficients (2020, unknown): “For example, the panel models with common structural breaks (Qian and Su, 2016; Baltagi et al., 2017) can be regarded as a special case of (1) by imposing cross-sectional homogeneity of βgit,t.”