Pages that link to "Item:Q530972"

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

Displaying 50 items.

• 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)
• High Dimensional Change Point Estimation via Sparse Projection (Q4603814) (← links)
• Modified tests for change points in variance in the possible presence of mean breaks (Q4960712) (← links)
• Isolating changed panels and estimating common change point after sequential detection with FDR control (Q5042197) (← links)
• Common breaks in means for panel data under short-range dependence (Q5079053) (← links)
• A new hybrid approach to panel data change point detection (Q5079862) (← links)
• Empirical likelihood approach for change-point estimation based on residuals in piecewise linear models (Q5079948) (← links)
• An evaluation of some methods used for determination of homogenous structural break point in mean of panel data (Q5083664) (← links)
• The CUSUM statistics of change-point models based on dependent sequences (Q5093036) (← links)
• Common breaks in time trends for large panel data with a factor structure (Q5093239) (← links)
• Multiple change-points detection in high dimension (Q5108292) (← links)
• (Q5125161) (← links)
• Bootstrap procedures for variance breaks test in time series with a changing trend (Q5154101) (← links)
• (Q5157683) (← links)
• Testing for parameter constancy in the time series direction in panel data models (Q5220921) (← links)
• Common Breaks in Means for Cross‐Correlated Fixed‐<i>T</i> Panel Data (Q5382478) (← links)
• Change‐point detection in panel data (Q5397939) (← links)
• Structural breaks in panel data: Large number of panels and short length time series (Q5860947) (← links)
• Peter Schmidt: Econometrician and consummate professional (Q5864449) (← links)
• Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term (Q5864456) (← links)
• Local power of panel unit root tests allowing for structural breaks (Q5864633) (← links)
• Comments on: ``Extensions of some classical methods in change point analysis'' (Q5971367) (← links)
• Multiple change points detection in high-dimensional multivariate regression (Q6052523) (← links)
• Shrinkage quantile regression for panel data with multiple structural breaks (Q6059398) (← links)
• Integrative Analysis for High-Dimensional Stratified Models (Q6069883) (← links)
• Collective Anomaly Detection in High-Dimensional Var Models (Q6069887) (← links)
• Data-driven estimation of change-points with mean shift (Q6101010) (← links)
• Inference of Breakpoints in High-dimensional Time Series (Q6110713) (← links)
• Change-detection-assisted multiple testing for spatiotemporal data (Q6116899) (← links)
• Change-point testing for parallel data sets with FDR control (Q6168912) (← links)
• Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19 (Q6190678) (← links)
• The likelihood ratio test for structural changes in factor models (Q6193072) (← links)
• Panel data models with time-varying latent group structures (Q6199628) (← links)
• Joint estimation of gradual variance changepoint for panel data with common structures (Q6541770) (← links)
• \(\ell^2\) inference for change points in high-dimensional time series via a two-way MOSUM (Q6550966) (← links)
• Detection of multiple change-points in high-dimensional panel data with cross-sectional and temporal dependence (Q6579426) (← links)
• Bayesian piecewise stochastic frontier model to estimate initial public offering pricing efficiency under issuance policy reforms (Q6579563) (← links)
• Adaptive parametric change point inference under covariance structure changes (Q6581302) (← links)
• Activation discovery with FDR control: application to fMRI data (Q6593379) (← links)
• Quantile estimation of heterogenous panel quantile model with group structure (Q6594843) (← links)
• Change-point inference in high-dimensional regression models under temporal dependence (Q6608677) (← links)
• Multivariate count time series segmentation with ``sums and shares'' and Poisson lognormal mixture models: a comparative study using pedestrian flows within a multimodal transport hub (Q6613901) (← links)
• Dynamic Semiparametric Factor Model With Structural Breaks (Q6617795) (← links)
• Detection and estimation of structural breaks in high-dimensional functional time series (Q6621544) (← links)
• A model-based multithreshold method for subgroup identification (Q6627149) (← links)
• Sieve Estimation of Time-Varying Panel Data Models With Latent Structures (Q6634865) (← links)
• Dating the break in high-dimensional data (Q6635718) (← links)
• Sequential Gaussian approximation for nonstationary time series in high dimensions (Q6635728) (← links)
• A Composite Likelihood-Based Approach for Change-Point Detection in Spatio-Temporal Processes (Q6651415) (← links)