ASYMPTOTIC PROPERTIES OF THE CUSUM ESTIMATOR FOR THE TIME OF CHANGE IN LINEAR PANEL DATA MODELS (Q2986523): Difference between revisions

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+End-of-Sample Instability Tests
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+Panel Data Econometrics
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+Structural breaks in time series
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+Common breaks in means and variances for panel data
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+Useful matrix transformations for panel data analysis: a survey
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+Estimation of heterogeneous panels with structural breaks
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+Split invariance principles for stationary processes
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+GARCH processes: structure and estimation
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+The minimum of an additive process with applications to signal estimation and storage theory
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+MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC  VOLATILITY MODELS
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+Darling-Erdős limit results for change-point detection in panel data
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+Weak dependence. With examples and applications.
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+Change-point estimators in case of small disorders
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+Properties of moments of a family of GARCH processes
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+Augmented GARCH sequences: Dependence structure and asymptotics
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+Change‐point detection in panel data
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+Extensions of some classical methods in change point analysis
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+Analysis of Panel Data
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+Panel data analysis -- advantages and challenges (with comments and rejoinder)
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+Estimation in multi-path change-point problems
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+Maximum likelihood estimation in the multi-path change-point problem
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+Asymptotics for Panel Models with Common Shocks
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+Estimating a common deterministic time trend break in large panels with cross sectional dependence
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+Common breaks in time trends for large panel data with a factor structure
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+A martingale inequality and large deviations.
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+NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE  GARCH(<i>r</i>,<i>s</i>) AND ASYMMETRIC POWER  GARCH(<i>r</i>,<i>s</i>) MODELS
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+Recent advances in invariance principles for stationary sequences
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+Moment and probability bounds with quasi-superadditive structure for the maximum partial sum
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+Asymptotics for linear processes
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+Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso
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+Q4542764
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+https://doi.org/10.1017/s0266466615000468
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+W2580800645
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+Publication:2986523