{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,4,19]],"date-time":"2026-04-19T03:34:48Z","timestamp":1776569688324,"version":"3.51.2"},"reference-count":29,"publisher":"MDPI AG","issue":"10","license":[{"start":{"date-parts":[[2023,10,9]],"date-time":"2023-10-09T00:00:00Z","timestamp":1696809600000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/creativecommons.org\/licenses\/by\/4.0\/"}],"funder":[{"name":"National Nature Science Foundation of China","award":["12171388"],"award-info":[{"award-number":["12171388"]}]},{"name":"National Nature Science Foundation of China","award":["12161072"],"award-info":[{"award-number":["12161072"]}]},{"name":"National Nature Science Foundation of China","award":["11801438"],"award-info":[{"award-number":["11801438"]}]},{"name":"National Nature Science Foundation of China","award":["2023-JC-YB-058"],"award-info":[{"award-number":["2023-JC-YB-058"]}]},{"name":"National Nature Science Foundation of China","award":["2022JQ-043"],"award-info":[{"award-number":["2022JQ-043"]}]},{"name":"National Nature Science Foundation of China","award":["2020PT-023"],"award-info":[{"award-number":["2020PT-023"]}]},{"name":"Natural Science Basic Research Plan in Shaanxi Province of China","award":["12171388"],"award-info":[{"award-number":["12171388"]}]},{"name":"Natural Science Basic Research Plan in Shaanxi Province of China","award":["12161072"],"award-info":[{"award-number":["12161072"]}]},{"name":"Natural Science Basic Research Plan in Shaanxi Province of China","award":["11801438"],"award-info":[{"award-number":["11801438"]}]},{"name":"Natural Science Basic Research Plan in Shaanxi Province of China","award":["2023-JC-YB-058"],"award-info":[{"award-number":["2023-JC-YB-058"]}]},{"name":"Natural Science Basic Research Plan in Shaanxi Province of China","award":["2022JQ-043"],"award-info":[{"award-number":["2022JQ-043"]}]},{"name":"Natural Science Basic Research Plan in Shaanxi Province of China","award":["2020PT-023"],"award-info":[{"award-number":["2020PT-023"]}]},{"name":"Innovation Capability Support Program of Shaanxi","award":["12171388"],"award-info":[{"award-number":["12171388"]}]},{"name":"Innovation Capability Support Program of Shaanxi","award":["12161072"],"award-info":[{"award-number":["12161072"]}]},{"name":"Innovation Capability Support Program of Shaanxi","award":["11801438"],"award-info":[{"award-number":["11801438"]}]},{"name":"Innovation Capability Support Program of Shaanxi","award":["2023-JC-YB-058"],"award-info":[{"award-number":["2023-JC-YB-058"]}]},{"name":"Innovation Capability Support Program of Shaanxi","award":["2022JQ-043"],"award-info":[{"award-number":["2022JQ-043"]}]},{"name":"Innovation Capability Support Program of Shaanxi","award":["2020PT-023"],"award-info":[{"award-number":["2020PT-023"]}]}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Symmetry"],"abstract":"<jats:p>Structural breaks are often encountered in empirical studies with large panels. This paper considers the estimation of multiple breaks in the mean of panel data model based on a modified screening and ranking algorithm. This algorithm satisfies symmetry and is suitable for both cases where the jump size of break points is positive and negative. The break points are first initially screened based on the adaptive Fisher\u2019s statistic, followed by further screening of the break points using the threshold criterion, and finally the final break points are screened using the information criterion. Furthermore, the consistency of the break point estimators is proved. The Monte Carlo simulation results show that the proposed method performs well even if the error terms are serially correlated or cross-sectionally correlated. Finally, two empirical examples illustrate the use of this method.<\/jats:p>","DOI":"10.3390\/sym15101890","type":"journal-article","created":{"date-parts":[[2023,10,9]],"date-time":"2023-10-09T05:07:13Z","timestamp":1696828033000},"page":"1890","update-policy":"https:\/\/doi.org\/10.3390\/mdpi_crossmark_policy","source":"Crossref","is-referenced-by-count":1,"title":["Estimation of Multiple Breaks in Panel Data Models Based on a Modified Screening and Ranking Algorithm"],"prefix":"10.3390","volume":"15","author":[{"given":"Fuxiao","family":"Li","sequence":"first","affiliation":[{"name":"Faculty of Science, Xi\u2019an University of Technology, Xi\u2019an 710048, China"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Yanting","family":"Xiao","sequence":"additional","affiliation":[{"name":"Faculty of Science, Xi\u2019an University of Technology, Xi\u2019an 710048, China"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Zhanshou","family":"Chen","sequence":"additional","affiliation":[{"name":"School of Mathematics and Statistics, Qinghai Normal University, Xining 810008, China"},{"name":"Academy of Plateau Science and Sustainability, Xining 810008, China"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"1968","published-online":{"date-parts":[[2023,10,9]]},"reference":[{"key":"ref_1","unstructured":"Cs\u00f6rg\u00f6, M., and Horv\u00e1th, L. (1997). Limit Theorems in Change-Point Analysis, John Wiley & Sons Inc."},{"key":"ref_2","doi-asserted-by":"crossref","first-page":"47","DOI":"10.2307\/2998540","article-title":"Estimating and Testing Linear Models with Multiple Structural Changes","volume":"66","author":"Bai","year":"1998","journal-title":"Econometrica"},{"key":"ref_3","first-page":"278","article-title":"Dealing with structural breaks","volume":"1","author":"Perron","year":"2006","journal-title":"Palgrave Handb. Econ."},{"key":"ref_4","doi-asserted-by":"crossref","first-page":"451","DOI":"10.1016\/j.jmva.2007.01.003","article-title":"Change detection in autoregressive time series","volume":"99","author":"Gombay","year":"2008","journal-title":"J. Multivar. Anal."},{"key":"ref_5","doi-asserted-by":"crossref","first-page":"62","DOI":"10.1016\/j.matcom.2010.06.021","article-title":"Modified procedures for change point monitoring in linear models","volume":"81","author":"Chen","year":"2010","journal-title":"Math. Comput. Simulat."},{"key":"ref_6","doi-asserted-by":"crossref","first-page":"1381","DOI":"10.1214\/18-AOS1718","article-title":"Sequential change-point detection based on nearest neighbors","volume":"47","author":"Chen","year":"2019","journal-title":"Ann. Stat."},{"key":"ref_7","doi-asserted-by":"crossref","first-page":"970","DOI":"10.1214\/14-AOS1210","article-title":"Nonparametric maximum likelihood approach to multiple change-point problems","volume":"42","author":"Zou","year":"2014","journal-title":"Ann. Stat."},{"key":"ref_8","doi-asserted-by":"crossref","first-page":"413","DOI":"10.1214\/19-AOS1814","article-title":"Consistent selection of the number of change-points via sample-splitting","volume":"48","author":"Zou","year":"2020","journal-title":"Ann. Stat."},{"key":"ref_9","doi-asserted-by":"crossref","unstructured":"Wang, Y., Huang, G., Yang, J., Lai, H., Liu, S., Chen, C., and Xu, W. (2020). Change Point Detection with Mean Shift Based on AUC from Symmetric Sliding Windows. Symmetry, 12.","DOI":"10.3390\/sym12040599"},{"key":"ref_10","doi-asserted-by":"crossref","first-page":"721","DOI":"10.1214\/21-AOAS1508","article-title":"Scalable change-point and anomaly detection in cross-correlated data with an application to condition monitoring","volume":"16","author":"Tveten","year":"2022","journal-title":"Ann. Appl. Stat."},{"key":"ref_11","doi-asserted-by":"crossref","first-page":"78","DOI":"10.1016\/j.jeconom.2009.10.020","article-title":"Common breaks in means and variances for panel data","volume":"157","author":"Bai","year":"2010","journal-title":"J. Econ."},{"key":"ref_12","doi-asserted-by":"crossref","first-page":"310","DOI":"10.1016\/j.jeconom.2011.06.018","article-title":"Estimating a common deterministic time trend break in large panels with cross sectional dependence","volume":"164","author":"Kim","year":"2011","journal-title":"J. Econ."},{"key":"ref_13","first-page":"301","article-title":"Common local breaks in time trends for large panels","volume":"17","author":"Kim","year":"2014","journal-title":"Econ. J."},{"key":"ref_14","doi-asserted-by":"crossref","first-page":"665","DOI":"10.1007\/s00184-014-0522-8","article-title":"Testing structural changes in panel data with small fixed panel size and bootstrap","volume":"78","year":"2015","journal-title":"Metrika"},{"key":"ref_15","doi-asserted-by":"crossref","first-page":"176","DOI":"10.1016\/j.jeconom.2015.03.048","article-title":"Estimation of heterogeneous panels with structural breaks","volume":"191","author":"Baltagi","year":"2016","journal-title":"J. Econ."},{"key":"ref_16","doi-asserted-by":"crossref","first-page":"213","DOI":"10.1080\/07350015.2015.1026438","article-title":"Detecting variance change-points for blocked time series and dependent panel data","volume":"34","author":"Xu","year":"2016","journal-title":"J. Bus. Econ. Stat."},{"key":"ref_17","doi-asserted-by":"crossref","first-page":"366","DOI":"10.1017\/S0266466615000468","article-title":"Asymptotic properties of the CUSUM estimator for the time of change in linear panel data models","volume":"33","author":"Rice","year":"2017","journal-title":"Econ. Theor."},{"key":"ref_18","doi-asserted-by":"crossref","first-page":"45","DOI":"10.1016\/j.jeconom.2022.01.001","article-title":"Estimation of panel group structure models with structural breaks in group memberships and coefficients","volume":"233","author":"Lumsdaine","year":"2023","journal-title":"J. Econ."},{"key":"ref_19","unstructured":"Feng, Q., Kao, C., and Lazarova, S. (2009). Estimation of Change Points in Panels, Syracuse University. Working Paper."},{"key":"ref_20","doi-asserted-by":"crossref","first-page":"1804","DOI":"10.1080\/01621459.2015.1119696","article-title":"Panel data models with interactive fixed effects and multiple structural breaks","volume":"111","author":"Li","year":"2016","journal-title":"J. Am. Stat. Assoc."},{"key":"ref_21","doi-asserted-by":"crossref","first-page":"86","DOI":"10.1016\/j.jeconom.2015.09.004","article-title":"Shrinkage estimation of common breaks in panel data models via adaptive group fused lasso","volume":"191","author":"Qian","year":"2016","journal-title":"J. Econ."},{"key":"ref_22","first-page":"447","article-title":"Heterogeneous structural breaks in panel data models","volume":"220","author":"Okui","year":"2020","journal-title":"J. Econ."},{"key":"ref_23","first-page":"1","article-title":"Estimation of panel data models with random interactive effects and multiple structural breaks when T is Fixed","volume":"41","author":"Kaddoura","year":"2022","journal-title":"J. Bus. Econ. Stat."},{"key":"ref_24","doi-asserted-by":"crossref","first-page":"2000","DOI":"10.1214\/16-EJS1155","article-title":"Change-point detection in panel data via double CUSUM statistic","volume":"10","author":"Cho","year":"2016","journal-title":"Electron. J. Stat."},{"key":"ref_25","doi-asserted-by":"crossref","first-page":"2102","DOI":"10.1214\/16-AOAS966","article-title":"The screening and ranking algorithm for change-points detection in multiple samples","volume":"10","author":"Song","year":"2016","journal-title":"Ann. Appl. Stat."},{"key":"ref_26","doi-asserted-by":"crossref","first-page":"1306","DOI":"10.1214\/12-AOAS539","article-title":"The screening and ranking algorithm to detect DNA copy number variations","volume":"6","author":"Niu","year":"2012","journal-title":"Ann. Appl. Stat."},{"key":"ref_27","first-page":"1553","article-title":"Multiple change-point detection via a screening and ranking algorithm","volume":"23","author":"Hao","year":"2013","journal-title":"Statist. Sin."},{"key":"ref_28","doi-asserted-by":"crossref","first-page":"1341","DOI":"10.1093\/bioinformatics\/btu850","article-title":"Modified screening and ranking algorithm for copy number variation detection","volume":"31","author":"Xiao","year":"2015","journal-title":"Bioinformatics"},{"key":"ref_29","doi-asserted-by":"crossref","first-page":"631","DOI":"10.1111\/j.1467-9892.2012.00796.x","article-title":"Change-point detection in panel data","volume":"33","year":"2012","journal-title":"J. Time Ser. Anal."}],"container-title":["Symmetry"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.mdpi.com\/2073-8994\/15\/10\/1890\/pdf","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2025,10,10]],"date-time":"2025-10-10T21:03:23Z","timestamp":1760130203000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.mdpi.com\/2073-8994\/15\/10\/1890"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2023,10,9]]},"references-count":29,"journal-issue":{"issue":"10","published-online":{"date-parts":[[2023,10]]}},"alternative-id":["sym15101890"],"URL":"https:\/\/doi.org\/10.3390\/sym15101890","relation":{},"ISSN":["2073-8994"],"issn-type":[{"value":"2073-8994","type":"electronic"}],"subject":[],"published":{"date-parts":[[2023,10,9]]}}}