Recovering latent linkage structures and spillover effects with structural breaks in panel data models
面板模型结构突变下潜在联系结构与溢出效应的恢复
This paper introduces a framework to analyze time-varying spillover effects in panel data. We consider panel models where a unit's outcome depends not only on its own characteristics (private effects) but also on the characteristics of other units (spillover effects). The linkage of units is allowed to be latent and may shift at an unknown breakpoint. We propose a novel procedure to estimate the breakpoint, linkage structure, spillover and private effects. We address the…