Pages that link to "Item:Q530972"

The following pages link to Common breaks in means and variances for panel data (Q530972):

Displaying 50 items.

• Testing for factor loading structural change under common breaks (Q496159) (← links)
• Variance change-point detection in panel data models (Q498780) (← links)
• Estimating the common break date in large factor models (Q500594) (← links)
• Identification and estimation of a large factor model with structural instability (Q506054) (← links)
• A CUSUM test for panel mean change detection (Q508105) (← links)
• On high-dimensional change point problem (Q525890) (← links)
• Testing change in volatility using panel data (Q529830) (← links)
• Estimating structural changes in regression quantiles (Q737902) (← links)
• Estimating a common deterministic time trend break in large panels with cross sectional dependence (Q738030) (← links)
• Changepoint estimation for dependent and non-stationary panels. (Q778562) (← links)
• Group orthogonal greedy algorithm for change-point estimation of multivariate time series (Q830674) (← links)
• Panel data segmentation under finite time horizon (Q897629) (← links)
• Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso (Q898588) (← links)
• Estimation of heterogeneous panels with structural breaks (Q898593) (← links)
• Change-point estimation in the multivariate model taking into account the dependence: application to the vegetative development of oilseed rape (Q1618099) (← links)
• Testing for unit roots in short panels allowing for a structural break (Q1623539) (← links)
• High dimensional efficiency with applications to change point tests (Q1642675) (← links)
• Stationary bootstrapping for common mean change detection in cross-sectionally dependent panels (Q1683643) (← links)
• Cumulative sum estimator for change-point in panel data (Q1685211) (← links)
• Testing for common breaks in a multiple equations system (Q1745616) (← links)
• Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models (Q1755119) (← links)
• Relevant change points in high dimensional time series (Q1786570) (← links)
• Darling-Erdős limit results for change-point detection in panel data (Q1937207) (← links)
• Estimation of a level shift in panel data with fractionally integrated errors (Q1984471) (← links)
• Mortality forecasting using factor models: time-varying or time-invariant factor loadings? (Q2034144) (← links)
• Minimax rates in sparse, high-dimensional change point detection (Q2039806) (← links)
• A two-stage estimator for change point in the mean of panel data (Q2052052) (← links)
• On CUSUM test for dynamic panel models (Q2059108) (← links)
• A wavelet method for panel models with jump discontinuities in the parameters (Q2074601) (← links)
• The CUSUM statistic of change point under NA sequences (Q2076705) (← links)
• Spatial rank-based high-dimensional change point detection via random integration (Q2078581) (← links)
• Block bootstrapping for a panel mean break test (Q2131936) (← links)
• A general panel break test based on the self-normalization method (Q2132016) (← links)
• A robust bootstrap change point test for high-dimensional location parameter (Q2136637) (← links)
• On change-point estimation under Sobolev sparsity (Q2180074) (← links)
• Changepoint in dependent and non-stationary panels (Q2208373) (← links)
• Multiple change point detection and validation in autoregressive time series data (Q2208378) (← links)
• Inference on the change point under a high dimensional sparse mean shift (Q2219223) (← links)
• Heterogeneous structural breaks in panel data models (Q2224988) (← links)
• Estimation and inference of change points in high-dimensional factor models (Q2227075) (← links)
• Generalized linear-quadratic model with a change point due to a covariate threshold (Q2242889) (← links)
• Estimating restricted common structural changes for panel data (Q2300531) (← links)
• Variable selection in panel models with breaks (Q2323384) (← links)
• Extensions of some classical methods in change point analysis (Q2513925) (← links)
• Testing structural changes in panel data with small fixed panel size and bootstrap (Q2516566) (← links)
• Estimation of panel group structure models with structural breaks in group memberships and coefficients (Q2688649) (← links)
• Quasi-maximum likelihood estimation of break point in high-dimensional factor models (Q2688659) (← links)
• Inference for single and multiple change-points in time series (Q2864620) (← links)
• SHRINKAGE ESTIMATION OF REGRESSION MODELS WITH MULTIPLE STRUCTURAL CHANGES (Q2981821) (← links)
• ASYMPTOTIC PROPERTIES OF THE CUSUM ESTIMATOR FOR THE TIME OF CHANGE IN LINEAR PANEL DATA MODELS (Q2986523) (← links)