A penalized panel estimator yields super-consistent breakpoint estimation for latent spillover networks and root-NT-consistent private effects, and it finds OECD R&D spillovers became sparser after 2009.
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Recovering latent linkage structures and spillover effects with structural breaks in panel data models
A penalized panel estimator yields super-consistent breakpoint estimation for latent spillover networks and root-NT-consistent private effects, and it finds OECD R&D spillovers became sparser after 2009.