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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…
econ.EM2021
Semiparametric inference for partially linear regressions with Box-Cox transformation
Daniel Becker, Alois Kneip, Valentin Patilea
In this paper, a semiparametric partially linear model in the spirit of Robinson (1988) with Box- Cox transformed dependent variable is studied. Transformation regression models ar…