On the public citation graph

Heterogeneous Panel Data Models with Regime Switching

https://doi.org/10.2139/ssrn.5116766
0 signed · 49 inferred · view as graph

Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.

Is this your work? Sign in with ORCID and put your name on the claims that are yours.
Claim with ORCID
Reference health. See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.
See reference health

What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1002/jae.2501openalex-snapshot
Interconnections Between Eurozone and US Booms and Busts Using a Bayesian Panel Markov‐Switching VAR Model
inferredcites →https://doi.org/10.1007/s10463-007-0152-2openalex-snapshot
Conditional independence, conditional mixing and conditional association
inferredcites →https://doi.org/10.1016/0304-4076(94)90036-1openalex-snapshot
Dynamic linear models with Markov-switching
inferredcites →https://doi.org/10.1016/bs.hesmac.2016.03.004openalex-snapshot
Macroeconomic Regimes and Regime Shifts
inferredcites →https://doi.org/10.1016/j.econlet.2019.01.024openalex-snapshot
Regime Switching Panel Data Models with Interactive Fixed Effects
inferredcites →https://doi.org/10.1016/j.jeconom.2007.10.002openalex-snapshot
Estimation of Markov regime-switching regression models with endogenous switching
inferredcites →https://doi.org/10.1016/j.jeconom.2015.03.048openalex-snapshot
Estimation of heterogeneous panels with structural breaks
inferredcites →https://doi.org/10.1016/j.jeconom.2015.09.004openalex-snapshot
Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso
inferredcites →https://doi.org/10.1016/j.jeconom.2016.09.005openalex-snapshot
A new approach to model regime switching
inferredcites →https://doi.org/10.1016/j.jeconom.2019.04.021openalex-snapshot
Rank regularized estimation of approximate factor models
inferredcites →https://doi.org/10.1016/j.jeconom.2020.04.009openalex-snapshot
Heterogeneous structural breaks in panel data models
inferredcites →https://doi.org/10.1016/j.jeconom.2021.04.004openalex-snapshot
Markov switching panel with endogenous synchronization effects
inferredcites →https://doi.org/10.1016/j.jeconom.2022.01.001openalex-snapshot
Estimation of Panel Group Structure Models with Structural Breaks in Group Memberships and Coefficients
inferredcites →https://doi.org/10.1016/j.jeconom.2022.02.002openalex-snapshot
High-dimensional VARs with common factors
inferredcites →https://doi.org/10.1016/j.jeconom.2022.07.002openalex-snapshot
Uniform inference in linear panel data models with two-dimensional heterogeneity
inferredcites →https://doi.org/10.1016/j.jeconom.2022.07.010openalex-snapshot
Profile GMM estimation of panel data models with interactive fixed effects
inferredcites →https://doi.org/10.1016/j.jeconom.2024.105685openalex-snapshot
Panel data models with time-varying latent group structures
inferredcites →https://doi.org/10.1016/j.jeconom.2024.105752openalex-snapshot
Estimation and inference for high dimensional factor model with regime switching
inferredcites →https://doi.org/10.1016/j.jeconom.2024.105919openalex-snapshot
Modelling large dimensional datasets with Markov switching factor models
inferredcites →https://doi.org/10.1016/j.jmoneco.2011.05.013openalex-snapshot
Sectoral Phillips curves and the aggregate Phillips curve
inferredcites →https://doi.org/10.1017/s0266466613000017openalex-snapshot
TESTING HOMOGENEITY IN PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS
inferredcites →https://doi.org/10.1017/s0266466615000328openalex-snapshot
DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS
inferredcites →https://doi.org/10.1017/s0266466623000129openalex-snapshot
NUCLEAR NORM REGULARIZED QUANTILE REGRESSION WITH INTERACTIVE FIXED EFFECTS
inferredcites →https://doi.org/10.1086/707181openalex-snapshot
Optimal Inflation and the Identification of the Phillips Curve
inferredcites →https://doi.org/10.1093/biomet/asv008openalex-snapshot
A useful variant of the Davis–Kahan theorem for statisticians
inferredcites →https://doi.org/10.1093/qje/qjac010openalex-snapshot
The Slope of the Phillips Curve: Evidence from U.S. States
inferredcites →https://doi.org/10.1093/restud/rdaa035openalex-snapshot
Likelihood Ratio-Based Tests for Markov Regime Switching
inferredcites →https://doi.org/10.1111/j.1468-0262.2006.00692.xopenalex-snapshot
Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
inferredcites →https://doi.org/10.1111/jmcb.12502openalex-snapshot
A Phillips Curve with Anchored Expectations and Short‐Term Unemployment
inferredcites →https://doi.org/10.1214/22-aos2223openalex-snapshot
High-dimensional latent panel quantile regression with an application to asset pricing
inferredcites →https://doi.org/10.1257/aer.p20161003openalex-snapshot
The Phillips Curve: Back to the '60s?
inferredcites →https://doi.org/10.17016/feds.2023.015openalex-snapshot
Breaks in the Phillips Curve: Evidence from Panel Data
inferredcites →https://doi.org/10.1920/wp.cem.2019.1419openalex-snapshot
Nuclear norm regularized estimation of panel regression models
inferredcites →https://doi.org/10.1920/wp.cem.2019.3119openalex-snapshot
Inference for heterogeneous effects using low-rank estimations
inferredcites →https://doi.org/10.2139/ssrn.2585385openalex-snapshot
A Phillips Curve with Anchored Expectations and Short-Term Unemployment
inferredcites →https://doi.org/10.2139/ssrn.4118790openalex-snapshot
Estimation and Inference for High Dimensional Factor Model with Regime Switching
inferredcites →https://doi.org/10.2139/ssrn.625981openalex-snapshot
Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
inferredcites →https://doi.org/10.2307/1912559openalex-snapshot
A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
inferredcites →https://doi.org/10.2307/48744151openalex-snapshot
MODELLING TIME-VARYING HETEROGENEITY IN PANEL DATA AS REGIME-SWITCHING
inferredcites →https://doi.org/10.3386/w25892openalex-snapshot
Optimal Inflation and the Identification of the Phillips Curve
inferredcites →https://doi.org/10.3386/w27003openalex-snapshot
What’s up with the Phillips Curve?
inferredcites →https://doi.org/10.3386/w30613openalex-snapshot
Understanding U.S. Inflation During the COVID Era
inferredcites →https://doi.org/10.3982/ecta11319openalex-snapshot
Grouped Patterns of Heterogeneity in Panel Data
inferredcites →https://doi.org/10.3982/ecta12560openalex-snapshot
Identifying Latent Structures in Panel Data
inferredcites →https://doi.org/10.3982/ecta17249openalex-snapshot
Maximum Likelihood Estimation in Markov Regime‐Switching Models With Covariate‐Dependent Transition Probabilities
inferredcites →https://doi.org/10.3982/qe1319openalex-snapshot
Climate change and U.S. agriculture: Accounting for multidimensional slope heterogeneity in panel data
inferredcites →https://doi.org/10.48550/arxiv.1911.00166openalex-snapshot
Regularized Quantile Regression with Interactive Fixed Effects
inferredcites →https://doi.org/10.48550/arxiv.2005.03226openalex-snapshot
Detecting Latent Communities in Network Formation Models
inferredcites →https://doi.org/10.48550/arxiv.2210.11062openalex-snapshot
Low-rank Panel Quantile Regression: Estimation and Inference
Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.