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

@@ Property / cites work @@
+End-of-Sample Instability Tests
@@ Property / cites work: End-of-Sample Instability Tests / rank @@
+Normal rank
@@ Property / cites work @@
+Panel Data Econometrics
@@ Property / cites work: Panel Data Econometrics / rank @@
+Normal rank
@@ Property / cites work @@
+Structural breaks in time series
@@ Property / cites work: Structural breaks in time series / rank @@
+Normal rank
@@ Property / cites work @@
+Common breaks in means and variances for panel data
+Normal rank
@@ Property / cites work @@
+Useful matrix transformations for panel data analysis: a survey
+Normal rank
@@ Property / cites work @@
+Estimation of heterogeneous panels with structural breaks
+Normal rank
@@ Property / cites work @@
+Split invariance principles for stationary processes
+Normal rank
@@ Property / cites work @@
+GARCH processes: structure and estimation
@@ Property / cites work: GARCH processes: structure and estimation / rank @@
+Normal rank
@@ Property / cites work @@
+The minimum of an additive process with applications to signal estimation and storage theory
+Normal rank
@@ Property / cites work @@
+Q5560061
@@ Property / cites work: Q5560061 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5293980
@@ Property / cites work: Q5293980 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2762536
@@ Property / cites work: Q2762536 / rank @@
+Normal rank
@@ Property / cites work @@
+MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC  VOLATILITY MODELS
+Normal rank
@@ Property / cites work @@
+Darling-Erdős limit results for change-point detection in panel data
+Normal rank
@@ Property / cites work @@
+Q4348180
@@ Property / cites work: Q4348180 / rank @@
+Normal rank
@@ Property / cites work @@
+Weak dependence. With examples and applications.
@@ Property / cites work: Weak dependence. With examples and applications. / rank @@
+Normal rank
@@ Property / cites work @@
+Change-point estimators in case of small disorders
+Normal rank
@@ Property / cites work @@
+Q3745052
@@ Property / cites work: Q3745052 / rank @@
+Normal rank
@@ Property / cites work @@
+Properties of moments of a family of GARCH processes
+Normal rank
@@ Property / cites work @@
+Augmented GARCH sequences: Dependence structure and asymptotics
+Normal rank
@@ Property / cites work @@
+Change‐point detection in panel data
@@ Property / cites work: Change‐point detection in panel data / rank @@
+Normal rank
@@ Property / cites work @@
+Extensions of some classical methods in change point analysis
+Normal rank
@@ Property / cites work @@
+Analysis of Panel Data
@@ Property / cites work: Analysis of Panel Data / rank @@
+Normal rank
@@ Property / cites work @@
+Panel data analysis -- advantages and challenges (with comments and rejoinder)
+Normal rank
@@ Property / cites work @@
+Estimation in multi-path change-point problems
@@ Property / cites work: Estimation in multi-path change-point problems / rank @@
+Normal rank
@@ Property / cites work @@
+Maximum likelihood estimation in the multi-path change-point problem
+Normal rank
@@ Property / cites work @@
+Asymptotics for Panel Models with Common Shocks
@@ Property / cites work: Asymptotics for Panel Models with Common Shocks / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating a common deterministic time trend break in large panels with cross sectional dependence
+Normal rank
@@ Property / cites work @@
+Common breaks in time trends for large panel data with a factor structure
+Normal rank
@@ Property / cites work @@
+A martingale inequality and large deviations.
@@ Property / cites work: A martingale inequality and large deviations. / rank @@
+Normal rank
@@ Property / cites work @@
+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
+Normal rank
@@ Property / cites work @@
+Recent advances in invariance principles for stationary sequences
+Normal rank
@@ Property / cites work @@
+Moment and probability bounds with quasi-superadditive structure for the maximum partial sum
+Normal rank
@@ Property / cites work @@
+Q4327561
@@ Property / cites work: Q4327561 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotics for linear processes
@@ Property / cites work: Asymptotics for linear processes / rank @@
+Normal rank
@@ Property / cites work @@
+Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso
+Normal rank
@@ Property / cites work @@
+Q4542764
@@ Property / cites work: Q4542764 / rank @@
+Normal rank