Pages that link to "Item:Q529830"
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The following pages link to Testing change in volatility using panel data (Q529830):
Displaying 4 items.
- A CUSUM test for panel mean change detection (Q508105) (← links)
- Stationary bootstrapping for common mean change detection in cross-sectionally dependent panels (Q1683643) (← links)
- A general panel break test based on the self-normalization method (Q2132016) (← links)
- Dynamic mixed models with heterogeneous covariance components using multivariate GARCH innovations and the Dirichlet process mixture (Q6079952) (← links)
