Pages that link to "Item:Q2986523"

The following pages link to ASYMPTOTIC PROPERTIES OF THE CUSUM ESTIMATOR FOR THE TIME OF CHANGE IN LINEAR PANEL DATA MODELS (Q2986523):

Displaying 9 items.

• Breaks in persistence in fixed-\(T\) panel data (Q2043150) (← links)
• The CUSUM statistic of change point under NA sequences (Q2076705) (← links)
• Block bootstrapping for a panel mean break test (Q2131936) (← links)
• Estimating restricted common structural changes for panel data (Q2300531) (← links)
• The asymptotic distribution of CUSUM estimator based on <i>α</i>-mixing sequences (Q5042194) (← links)
• Common Breaks in Means for Cross‐Correlated Fixed‐<i>T</i> Panel Data (Q5382478) (← links)
• Structural breaks in panel data: Large number of panels and short length time series (Q5860947) (← links)
• Model-free classification of panel data via the ϵ-complexity theory (Q5867450) (← links)
• Shrinkage quantile regression for panel data with multiple structural breaks (Q6059398) (← links)