Pages that link to "Item:Q5860947"
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The following pages link to Structural breaks in panel data: Large number of panels and short length time series (Q5860947):
Displaying 6 items.
- Changepoint in dependent and non-stationary panels (Q2208373) (← links)
- Common Breaks in Means for Cross‐Correlated Fixed‐<i>T</i> Panel Data (Q5382478) (← links)
- Model-free classification of panel data via the ϵ-complexity theory (Q5867450) (← links)
- A self-normalization test for structural breaks in a regression model for panel data sets (Q6581405) (← links)
- A fluctuation test for structural change detection in heterogeneous panel data models (Q6595021) (← links)
- Estimating a common break point in means for long-range dependent panel data (Q6655927) (← links)