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

zbMATH Keywords

changepointconsistencyheteroscedasticitypanel datashort panelsdependence between panelsdependence within panelsratio-type statistics

Mathematics Subject Classification ID

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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