Pages that link to "Item:Q2516566"

The following pages link to Testing structural changes in panel data with small fixed panel size and bootstrap (Q2516566):

Displaying 9 items.

• Changepoint estimation for dependent and non-stationary panels. (Q778562) (← links)
• Panel data segmentation under finite time horizon (Q897629) (← links)
• Abrupt change in mean using block bootstrap and avoiding variance estimation (Q1695533) (← links)
• A two-stage estimator for change point in the mean of panel data (Q2052052) (← links)
• Nuisance-parameter-free changepoint detection in non-stationary series (Q2195742) (← links)
• Changepoint in dependent and non-stationary panels (Q2208373) (← links)
• Changepoint detection by the quantile Lasso method (Q2301226) (← links)
• A new hybrid approach to panel data change point detection (Q5079862) (← links)
• Structural breaks in panel data: Large number of panels and short length time series (Q5860947) (← links)