Estimation of Multiple Breaks in Panel Data Models Based on a Modified Screening and Ranking Algorithm
Structural breaks are often encountered in empirical studies with large panels. This paper considers the estimation of multiple breaks in the mean of panel data model based on a modified screening and ranking algorithm. This algorithm satisfies symmetry and is suitable for both cases where the jump...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2023-10-01
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| Series: | Symmetry |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2073-8994/15/10/1890 |