Pages that link to "Item:Q2516566"
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The following pages link to Testing structural changes in panel data with small fixed panel size and bootstrap (Q2516566):
Displaying 14 items.
- Changepoint estimation for dependent and non-stationary panels. (Q778562) (← links)
- Panel data segmentation under finite time horizon (Q897629) (← links)
- Stationary bootstrapping for common mean change detection in cross-sectionally dependent panels (Q1683643) (← links)
- Abrupt change in mean using block bootstrap and avoiding variance estimation (Q1695533) (← links)
- A two-stage estimator for change point in the mean of panel data (Q2052052) (← links)
- Block bootstrapping for a panel mean break test (Q2131936) (← links)
- Nuisance-parameter-free changepoint detection in non-stationary series (Q2195742) (← links)
- Changepoint in dependent and non-stationary panels (Q2208373) (← links)
- Changepoint detection by the quantile Lasso method (Q2301226) (← links)
- Erratum to: ``Testing structural changes in panel data with small fixed panel size and bootstrap'' (Q2634245) (← links)
- Structural breaks in dependent, heteroscedastic, and extremal panel data (Q3120379) (← links)
- A new hybrid approach to panel data change point detection (Q5079862) (← links)
- Structural breaks in panel data: Large number of panels and short length time series (Q5860947) (← links)
- A fluctuation test for structural change detection in heterogeneous panel data models (Q6595021) (← links)
