Panel Data Models with Interactive Fixed Effects and Multiple Structural Breaks

Li, Degui orcid.org/0000-0001-6802-308X, Qian, Junhui and Su, Liangjun (2017) Panel Data Models with Interactive Fixed Effects and Multiple Structural Breaks. Journal of the American Statistical Association. pp. 1804-1819. ISSN 0162-1459

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Copyright, Publisher and Additional Information: This is an author produced version of a paper published in Journal of the American Statistical Association. Uploaded in accordance with the publisher's self-archiving policy.
Keywords: Change point, Interactive fixed effects, LASSO, Panel data, Penalized estimation, Principal component analysis
Dates:
  • Accepted: 6 November 2015
  • Published (online): 22 December 2015
  • Published: 4 January 2017
Institution: The University of York
Academic Units: The University of York > Faculty of Sciences (York) > Mathematics (York)
Depositing User: Pure (York)
Date Deposited: 12 Jan 2016 14:12
Last Modified: 04 Feb 2024 00:37
Published Version: https://doi.org/10.1080/01621459.2015.1119696
Status: Published
Refereed: Yes
Identification Number: https://doi.org/10.1080/01621459.2015.1119696
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