2 papers
econ.EM2021
A Wavelet Method for Panel Models with Jump Discontinuities in the Parameters
Oualid Bada, Alois Kneip, Dominik Liebl +3
While a substantial literature on structural break change point analysis exists for univariate time series, research on large panel data models has not been as extensive. In this p…
stat.AP2019
Direction Selection in Stochastic Directional Distance Functions
Kevin Layer, Andrew L. Johnson, Robin C. Sickles +1
Researchers rely on the distance function to model multiple product production using multiple inputs. A stochastic directional distance function (SDDF) allows for noise in potentia…