Common breaks in means and variances for panel data (Q530972): Difference between revisions

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+Panel Data Econometrics
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+LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
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+Estimating and Testing Linear Models with Multiple Structural Changes
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+Testing For and Dating Common Breaks in Multivariate Time Series
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+Q4494125
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+Normal rank
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+Tests of Equality Between Sets of Coefficients in Two Linear Regressions
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+Q4348180
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+Normal rank
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+Models for Longitudinal Data with Censored Changepoints
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+Estimation in the multipath change point problem for correlated data
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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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+Q4351055
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+Normal rank
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+Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters
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+Testing and estimating change-points in time series
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+Detection of structural breaks in linear dynamic panel data models
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+Monte Carlo comparison of model and moment selection and classical inference approaches to break detection in panel data models
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+Approximating the distribution of the maximum likelihood estimate of the change-point in a sequence of independent random variables
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