Variance change-point detection in panel data models
DOI10.1016/J.ECONLET.2014.12.005zbMATH Open1321.62110OpenAlexW1982036821MaRDI QIDQ498780FDOQ498780
Authors: Fuxiao Li, Zheng Tian, Yanting Xiao, Zhanshou Chen 
Publication date: 29 September 2015
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2014.12.005
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Cites Work
- On tests for changes in persistence
- Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
- Title not available (Why is that?)
- Change-point detection in panel data
- Asymptotic theory of statistics and probability
- The Cusum of Squares Test for Scale Changes in Infinite Order Moving Average Processes
- Ratio tests for variance change in nonparametric regression
- Common breaks in means and variances for panel data
- A simple nonparametric test for structural change in joint tail probabilities
- Estimation in multi-path change-point problems
- Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data
Cited In (13)
- Change-point detection in panel data
- Monitoring change points in IV models
- A general panel break test based on the self-normalization method
- A fluctuation test for structural change detection in heterogeneous panel data models
- An application of Dirichlet process in clustering subjects via variance shift models: A course-evaluation study
- An efficient algorithm to estimate the change in variance
- Darling-Erdős limit results for change-point detection in panel data
- Stationary bootstrapping for common mean change detection in cross-sectionally dependent panels
- A CUSUM test for panel mean change detection
- Testing change in volatility using panel data
- Joint estimation of gradual variance changepoint for panel data with common structures
- A new hybrid approach to panel data change point detection
- An evaluation of some methods used for determination of homogenous structural break point in mean of panel data
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