Multiple change-points estimation in panel data models via SaRa
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Cites work
- scientific article; zbMATH DE number 3504209 (Why is no real title available?)
- scientific article; zbMATH DE number 1048663 (Why is no real title available?)
- A generalized knockoff procedure for FDR control in structural change detection
- Asymptotic properties of the CUSUM estimator for the time of change in linear panel data models
- Change detection in autoregressive time series
- Change-point detection in panel data
- Change-point detection in panel data via double CUSUM statistic
- Common breaks in means and variances for panel data
- Consistent selection of the number of change-points via sample-splitting
- Detecting common breaks in the means of high dimensional cross-dependent panels
- Estimating a common deterministic time trend break in large panels with cross sectional dependence
- Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term
- Identification and estimation of a large factor model with structural instability
- Multiple change-point detection via a screening and ranking algorithm
- Nonparametric maximum likelihood approach to multiple change-point problems
- Sequential change-point detection based on nearest neighbors
- Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso
- Structural breaks in panel data: large number of panels and short length time series
- Testing structural changes in panel data with small fixed panel size and bootstrap
- The screening and ranking algorithm for change-points detection in multiple samples
- The screening and ranking algorithm to detect DNA copy number variations
- Variance change-point detection in panel data models
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