Monitoring change points in IV models

MaRDI QIDQ4901536zbMATH OpenFDO

Authors Zhiming Xia, Wenzhi Zhao, Pengjiang Guo, Xiaolong Pu

Publication date 24 January 2013

zbMATH Keywords

jump size

Mathematics Subject Classification ID

Asymptotic properties of parametric tests (62F05)

Recommendations

• Cramér-von Mises method for detecting change points in IV models
• Testing for change points in partially linear models
• Change‐point monitoring in linear models
• CUSUM methods for monitoring structural changes in structural equations
• Variance change-point detection in panel data models

Cited in

(1)

• Cramér-von Mises method for detecting change points in IV models

This page was built for publication: Monitoring change points in IV models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4901536)