Shrinkage estimation of spatial panel data models with multiple structural breaks and a multifactor error structure
多重结构突变与多因子误差下空间面板模型的收缩估计
This study investigates spatial panel data models with a multifactor error structure and multiple structural breaks occurring in the coefficients of both spatial lagged and explanatory variables. While extensive research has addressed cross-sectional dependence in panel data, including approaches that integrate spatial and factor structures within a single framework, few studies account for time-varying model parameters and achieving consistent estimation remains a…