8 citations · 8 across the 3 of their papers we have counts for
4 papers
Threshold Regression for Fixed-T Panel Data with Interactive Fixed Effects
Jan Ditzen, Yiannis Karavias, Joakim Westerlund
This paper develops a new toolbox for estimation and inference in panel data threshold regression models with interactive fixed effects and a fixed number of time periods, T. The t…
Interactive, Grouped and Non-separable Fixed Effects: A Practitioner's Guide to the New Panel Data Econometrics
Jan Ditzen, Yiannis Karavias
The past 20 years have brought fundamental advances in modeling unobserved heterogeneity in panel data. Interactive Fixed Effects (IFE) proved to be a foundational framework, gener…
Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending
Jan Ditzen, Yiannis Karavias, Joakim Westerlund
This paper develops a new toolbox for multiple structural break detection in panel data models with interactive effects. The toolbox includes tests for the presence of structural b…
Testing and Estimating Structural Breaks in Time Series and Panel Data in Stata
Jan Ditzen, Yiannis Karavias, Joakim Westerlund
Identifying structural change is a crucial step in analysis of time series and panel data. The longer the time span, the higher the likelihood that the model parameters have change…