Multiple change-points estimation in panel data models via SaRa

• Published in: Communications in statistics. Simulation and computation Vol. 54; no. 5; pp. 1384 - 1399
• Main Authors: Li, Fuxiao, Xiao, Yanting, Chen, Zhanshou
• Format: Journal Article
• Language: English
• Published: Philadelphia Taylor & Francis 04.05.2025; Taylor & Francis Ltd
• Subjects: Algorithms; Information criterion; Local statistic; Monte Carlo simulation; Multiple change-points estimation; Panel data models; Screening and ranking algorithm; Simulation

Multiple change-points estimation in panel data models is one of the popular topics in statistics. In this article, we investigate the multiple change-points estimation in the mean of panel data model based on a screening and ranking algorithm. Firstly, the possible change-points are initially scree...