Change point detection in panel data

MaRDI QIDQ5216388zbMATH OpenFDO

Authors Lajos Horváth, Marie Hušková

Publication date 17 February 2020

Mathematics Subject Classification ID

Asymptotic properties of parametric tests (62F05) Non-Markovian processes: hypothesis testing (62M07)

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Cited in

(14)

• Change-point detection in panel data via double CUSUM statistic
• Change point in panel data with small fixed panel size: ratio and non-ratio test statistics
• Darling-Erdős limit results for change-point detection in panel data
• Most recent changepoint detection in censored panel data
• Changepoint in dependent and non-stationary panels
• Structural breaks in dependent, heteroscedastic, and extremal panel data.
• scientific article; zbMATH DE number 1052815 (Why is no real title available?)
• The asymptotic method of sequential change-point in panel data
• Variance change-point detection in panel data models
• A CUSUM test for panel mean change detection
• Asymptotic and bootstrap tests for a sequential change-point of panel
• Testing change in volatility using panel data
• Change-point detection in panel data
• A fluctuation test for structural change detection in heterogeneous panel data models

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