Pages that link to "Item:Q498780"

The following pages link to Variance change-point detection in panel data models (Q498780):

Displaying 10 items.

• A CUSUM test for panel mean change detection (Q508105) (← links)
• Testing change in volatility using panel data (Q529830) (← links)
• Stationary bootstrapping for common mean change detection in cross-sectionally dependent panels (Q1683643) (← links)
• An efficient algorithm to estimate the change in variance (Q1787600) (← links)
• A general panel break test based on the self-normalization method (Q2132016) (← links)
• A new hybrid approach to panel data change point detection (Q5079862) (← links)
• An evaluation of some methods used for determination of homogenous structural break point in mean of panel data (Q5083664) (← links)
• An application of Dirichlet process in clustering subjects via variance shift models: A course-evaluation study (Q5142182) (← links)
• Joint estimation of gradual variance changepoint for panel data with common structures (Q6541770) (← links)
• A fluctuation test for structural change detection in heterogeneous panel data models (Q6595021) (← links)