Pages that link to "Item:Q3120379"
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The following pages link to Structural breaks in dependent, heteroscedastic, and extremal panel data (Q3120379):
Displaying 11 items.
- Inference and testing breaks in large dynamic panels with strong cross sectional dependence (Q503563) (← links)
- Common breaks in means and variances for panel data (Q530972) (← links)
- Detection of structural breaks in linear dynamic panel data models (Q1927089) (← links)
- Darling-Erdős limit results for change-point detection in panel data (Q1937207) (← links)
- Changepoint in dependent and non-stationary panels (Q2208373) (← links)
- Heterogeneous structural breaks in panel data models (Q2224988) (← links)
- Testing structural changes in panel data with small fixed panel size and bootstrap (Q2516566) (← links)
- A new hybrid approach to panel data change point detection (Q5079862) (← links)
- Implied Volatility Surface Estimation via Quantile Regularization (Q5141229) (← links)
- Structural breaks in panel data: Large number of panels and short length time series (Q5860947) (← links)
- Investment disputes and their explicit role in option market uncertainty and overall risk instability (Q6088776) (← links)