Jan Ditzen
Biographic Data
| ID | 9595631 |
|---|---|
| NAME | Jan Ditzen |
| GIVEN NAMES | Jan |
| FAMILY NAME | Ditzen |
| SIGNATURE | DITZEN J |
| AFFILIATIONS | Faculty of Economics and Management Free University of Bozen‐Bolzano Bozen Italy |
| ORCID | 0000-0003-1227-7544 |
| VERIFIED | Yes |
| TOTAL WORKS | 2 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 2 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2025 |
| LATEST PUBLICATION YEAR | 2026 |
| H-INDEX | 0 |
Threshold Regression for Fixed‐T Panel Data with Interactive Fixed Effects
This paper develops a new toolbox for estimation and inference in panel data threshold regression models with interactive fixed effects and a fixed number of time periods, . The toolbox is designed to be simple, accurate, and computationally efficient. It is based on a simple least squares style estimator of the model parameters, and includes a number of inferential procedures for testing hypotheses regarding not only the threshold but also other…
Multiple Structural Breaks in Interactive Effects Panel Data Models
This paper develops new econometric methods for multiple structural break detection in panel data models with interactive fixed effects. The new methods include tests for the presence of structural breaks, estimators for the number of breaks and their location, and a method for constructing asymptotically valid break date confidence intervals. The new methodology is applied to a large panel of US banks for a period characterized by massive quanti…
No prominent works on this page.
Multiple Structural Breaks in Interactive Effects Panel Data Models
This paper develops new econometric methods for multiple structural break detection in panel data models with interactive fixed effects. The new methods include tests for the presence of structural breaks, estimators for the number of breaks and their location, and a method for constructing asymptotically valid break date confidence intervals. The new methodology is applied to a large panel of US banks for a period characterized by massive quanti…
Threshold Regression for Fixed‐T Panel Data with Interactive Fixed Effects
This paper develops a new toolbox for estimation and inference in panel data threshold regression models with interactive fixed effects and a fixed number of time periods, . The toolbox is designed to be simple, accurate, and computationally efficient. It is based on a simple least squares style estimator of the model parameters, and includes a number of inferential procedures for testing hypotheses regarding not only the threshold but also other…
Panel data (2 works) · Spatial and Panel Data Analysis (2 works) · Computer Science (1 work) · demographic modeling and climate adaptation (1 work) · Econometrics (1 work) · Economics (1 work) · Energy, Environment, Economic Growth (1 work) · Estimation (1 work) · Estimator (1 work) · Inference (1 work)