In this paper, a unified M-estimation method in Yang (2018) is extended to the matrix exponential spatial dynamic panel specification (MESDPS) with fixed effects in short panels. Similar to the STLE m
We propose a cumulative sum (CUSUM)-based testing procedure to sequentially monitor structural changes in smoothly clipped absolute deviation (SCAD)-penalized dynamic panel models. Initially, this app
In this paper, a unified M-estimation method in Yang (2018) is extended to the matrix exponential spatial dynamic panel specification (MESDPS) with fixed effects in short panels. Similar to the STLE m
We propose a cumulative sum (CUSUM)-based testing procedure to sequentially monitor structural changes in smoothly clipped absolute deviation (SCAD)-penalized dynamic panel models. Initially, this app