Structural breaks in dependent, heteroscedastic, and extremal panel data (Q3120379)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Structural breaks in dependent, heteroscedastic, and extremal panel data |
scientific article |
Statements
Structural breaks in dependent, heteroscedastic, and extremal panel data (English)
0 references
1 March 2019
0 references
panel data
0 references
dependence within panels
0 references
dependence between panels
0 references
changepoint
0 references
short panels
0 references
heteroscedasticity
0 references
ratio-type statistics
0 references
consistency
0 references
