Structural breaks in dependent, heteroscedastic, and extremal panel data
DOI10.14736/kyb-2018-6-1106zbMath1463.62149OpenAlexW2904889722MaRDI QIDQ3120379
Matúš Maciak, Michal Pešta, Barbora Peštová
Publication date: 1 March 2019
Published in: Kybernetika (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10338.dmlcz/147599
changepointconsistencyheteroscedasticitypanel datashort panelsdependence between panelsdependence within panelsratio-type statistics
Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Statistics of extreme values; tail inference (62G32) Causal inference from observational studies (62D20)
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