On 28th November OxTalks will move to the new Halo platform and will become 'Oxford Events' (full details are available on the Staff Gateway).
There will be an OxTalks freeze beginning on Friday 14th November. This means you will need to publish any of your known events to OxTalks by then as there will be no facility to publish or edit events in that fortnight. During the freeze, all events will be migrated to the new Oxford Events site. It will still be possible to view events on OxTalks during this time.
If you have any questions, please contact halo@digital.ox.ac.uk
This paper proposes an estimation method for a change in group membership structure. We consider linear panel data models with grouped pattern of heterogeneity. In a panel data context, a structural break can arise when the group membership structure and/or the value of one or more coefficients change during the sample period. In particular, failure to account for a change in the group membership structure may result in detecting a spurious structural break in the values of the coefficients. We propose a least squares estimator for such models that estimates the break point, group membership structure, and coefficients simultaneously. The estimator is consistent under a mild condition on the relative magnitude of the cross-sectional sample size and the length of time series. The asymptotic distribution of the coefficient estimator is identical to that under known break point and known group membership structure. Monte Carlo simulations yield encouraging results.
Please sign up for meetings here: docs.google.com/spreadsheets/d/1qPQqXivNYBDNJY_0OdHcZfjslHLu5UtSVQMd0LpETqc/edit#gid=0
