Related papers: Panel Data Unit Root testing: Overview

Unit root tests form an essential part of any time series analysis. We provide practitioners with a single, unified framework for comprehensive and reliable unit root testing in the R package bootUR.The package's backbone is the popular…

The presence of units with extreme values in the dependent and/or independent variables (i.e., vertical outliers, leveraged data) has the potential to severely bias regression coefficients and/or standard errors. This is common with short…

There is an increasing interest in algorithms to learn invariant correlations across training environments. A big share of the current proposals find theoretical support in the causality literature but, how useful are they in practice? The…

Panel data arise when time series measurements are collected from multiple, dynamically independent but structurally related systems. Each system's time series can be modeled as a partially observed Markov process (POMP), and the ensemble…

In this paper, we consider the problem of (multiple) change-point detection in panel data. We propose the double CUSUM statistic which utilises the cross-sectional change-point structure by examining the cumulative sums of ordered CUSUMs at…

A method for testing nonlinearity in time series is described based on information-theoretic functionals -- redundancies, linear and nonlinear forms of which allow either qualitative, or, after incorporating the surrogate data technique,…

In many causal inference applications, only one or a few units (or clusters of units) are treated. An important challenge in such settings is that standard inference methods relying on asymptotic theory may be unreliable, even with large…

This paper addresses testing of compressed structures, such as shells, that exhibit catastrophic buckling and notorious imperfection sensitivity. The central concept is the probing of a loaded structural specimen by a controlled lateral…

This paper presents a comprehensive survey of methods which can be utilized to search for solutions to systems of nonlinear equations (SNEs). Our objectives with this survey are to synthesize pertinent literature in this field by presenting…

In this paper we propose a new stable and accurate approximation technique which is extremely effective for interpolating large scattered data sets. The Partition of Unity (PU) method is performed considering Radial Basis Functions (RBFs)…

The segmentation of plant roots from soil and other growing media in X-ray computed tomography images is needed to effectively study the root system architecture without excavation. However, segmentation is a challenging problem in this…

This paper proposes nonparametric kernel-smoothing estimation for panel data to examine the degree of heterogeneity across cross-sectional units. We first estimate the sample mean, autocovariances, and autocorrelations for each unit and…

In many applications common in testing for convergence the number of cross-sectional units is large and the number of time periods are few. In these situations asymptotic tests based on an omnibus null hypothesis are characterised by a…

This paper investigates change-point of variance in panel data models with time series of $\alpha$-mixing. Based on the cumulative sum (CUSUM) method and the individual differences, we construct a CUSUM test for panel data models to detect…

Policy evaluation is central to economic data analysis, but economists mostly work with observational data in view of limited opportunities to carry out controlled experiments. In the potential outcome framework, the panel data approach…

Panel data, also known as longitudinal data, consist of a collection of time series. Each time series, which could itself be multivariate, comprises a sequence of measurements taken on a distinct unit. Mechanistic modeling involves writing…

In many applications, a control procedure is required to detect potential deviations in a panel of serially correlated processes. It is common that the processes are corrupted by noise and that no prior information about the in-control data…

This paper proposes a novel framework to test for slope heterogeneity between time-varying coefficients in panel data models. Our test not only allows us to detect whether the coefficient functions are the same across all units or not, but…

Panel count data refer to the data arising from studies concerning recurrent events where study subjects are observed only at distinct time points. If these study subjects are exposed to recurrent events of several types, we obtain panel…

Input sanitization mechanisms are widely used to mitigate vulnerabilities to injection attacks such as cross-site scripting. Static analysis tools and techniques commonly used to ensure that applications utilize sanitization functions.…