发表日期：2019年11月30日 

论文名称：Estimating Restricted Common Structural Changes for Panel Data 

作者：张立文；朱仲义 

摘要：We consider estimating multiple structural changes occurring at unknown common dates in a panel data regression model with restrictions imposed on the coefficients. We establish the consistency and rate of convergence of the structural change estimates and the asymptotic distribution of the parameter estimates. It is shown that the efficiency of the parameter estimators is increased using the restrictions. An efficient dynamic algorithm is proposed to obtain the break date estimates and the parameter estimates. In addition, we propose a testing procedure for the existence of the change points with the restrictions and derive the asymptotic distribution under the null hypothesis of the test statistics. Simulation studies are presented to investigate the performance of the proposed method in finite samples.