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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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Nature Portfolio
2025-04-01
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| Series: | Scientific Reports |
| Subjects: | |
| Online Access: | https://doi.org/10.1038/s41598-025-96322-x |
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