Estimation of common breaks in linear panel data models via screening and ranking algorithm
Abstract In this paper, we consider the estimation of common breaks for linear panel data models by means of screening and ranking algorithm. For static and dynamic panel data models, we estimate the regression coefficients using covariance estimation and generalized method of moments, respectively,...
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| Format: | Article |
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Nature Portfolio
2025-04-01
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| Series: | Scientific Reports |
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| Online Access: | https://doi.org/10.1038/s41598-025-96322-x |
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| author | Fuxiao Li Yanting Xiao Zhanshou Chen |
| author_facet | Fuxiao Li Yanting Xiao Zhanshou Chen |
| author_sort | Fuxiao Li |
| collection | DOAJ |
| description | Abstract In this paper, we consider the estimation of common breaks for linear panel data models by means of screening and ranking algorithm. For static and dynamic panel data models, we estimate the regression coefficients using covariance estimation and generalized method of moments, respectively, and apply a screening and ranking algorithm on this basis. The possible break points are first screened by constructing local statistics based on the coefficient estimators, then further screened by the thresholding rule, and finally the final break points are screened by the information criterion. Monte Carlo simulations demonstrate that the proposed methods work well in finite samples. We apply the screening and ranking algorithm to study the influence of rural residents’ consumption demand on China’s economic growth using a panel of 31 provinces from 2005 to 2023 and find a break point in the model. |
| format | Article |
| id | doaj-art-3d6dc40122aa437baabced5938d122fc |
| institution | DOAJ |
| issn | 2045-2322 |
| language | English |
| publishDate | 2025-04-01 |
| publisher | Nature Portfolio |
| record_format | Article |
| series | Scientific Reports |
| spelling | doaj-art-3d6dc40122aa437baabced5938d122fc2025-08-20T03:04:58ZengNature PortfolioScientific Reports2045-23222025-04-0115111610.1038/s41598-025-96322-xEstimation of common breaks in linear panel data models via screening and ranking algorithmFuxiao Li0Yanting Xiao1Zhanshou Chen2Department of Applied Mathematics, Xi’an University of TechnologyDepartment of Applied Mathematics, Xi’an University of TechnologySchool of Mathematics and Statistics, Qinghai Normal UniversityAbstract In this paper, we consider the estimation of common breaks for linear panel data models by means of screening and ranking algorithm. For static and dynamic panel data models, we estimate the regression coefficients using covariance estimation and generalized method of moments, respectively, and apply a screening and ranking algorithm on this basis. The possible break points are first screened by constructing local statistics based on the coefficient estimators, then further screened by the thresholding rule, and finally the final break points are screened by the information criterion. Monte Carlo simulations demonstrate that the proposed methods work well in finite samples. We apply the screening and ranking algorithm to study the influence of rural residents’ consumption demand on China’s economic growth using a panel of 31 provinces from 2005 to 2023 and find a break point in the model.https://doi.org/10.1038/s41598-025-96322-xLinear panel data modelsEstimation of break pointsScreening and ranking algorithmLocal statisticInformation criterion |
| spellingShingle | Fuxiao Li Yanting Xiao Zhanshou Chen Estimation of common breaks in linear panel data models via screening and ranking algorithm Scientific Reports Linear panel data models Estimation of break points Screening and ranking algorithm Local statistic Information criterion |
| title | Estimation of common breaks in linear panel data models via screening and ranking algorithm |
| title_full | Estimation of common breaks in linear panel data models via screening and ranking algorithm |
| title_fullStr | Estimation of common breaks in linear panel data models via screening and ranking algorithm |
| title_full_unstemmed | Estimation of common breaks in linear panel data models via screening and ranking algorithm |
| title_short | Estimation of common breaks in linear panel data models via screening and ranking algorithm |
| title_sort | estimation of common breaks in linear panel data models via screening and ranking algorithm |
| topic | Linear panel data models Estimation of break points Screening and ranking algorithm Local statistic Information criterion |
| url | https://doi.org/10.1038/s41598-025-96322-x |
| work_keys_str_mv | AT fuxiaoli estimationofcommonbreaksinlinearpaneldatamodelsviascreeningandrankingalgorithm AT yantingxiao estimationofcommonbreaksinlinearpaneldatamodelsviascreeningandrankingalgorithm AT zhanshouchen estimationofcommonbreaksinlinearpaneldatamodelsviascreeningandrankingalgorithm |