Sequential monitoring for detection of breaks in panel data

DOI10.1007/978-3-031-92383-8_32MaRDI QIDQ6885678zbMATH OpenFDO

Authors Marie Hušková, Charl Pretorius

Publication date 11 December 2025

Full work available at URL https://doi.org/10.1007/978-3-031-92383-8_32

Mathematics Subject Classification ID

Functional data analysis (62R10)

Cites work

• Change-point detection in panel data
• Common breaks in means and variances for panel data
• Detecting common breaks in the means of high dimensional cross-dependent panels
• Detection of changes in panel data models with stationary regressors
• Determining the Number of Factors in Approximate Factor Models
• Modified sequential change point procedures based on estimating functions
• Monitoring procedures for strict stationarity based on the multivariate characteristic function
• Nuisance-parameter-free changepoint detection in non-stationary series
• On CUSUM test for dynamic panel models
• Self-normalized sequential change-point detection
• Sequential monitoring of changes in dynamic linear models, applied to the U.S. housing market
• Structural breaks in panel data: large number of panels and short length time series
• Testing for change points in time series
• Unsupervised self-normalized change-point testing for time series

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