Pages that link to "Item:Q498780"
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The following pages link to Variance change-point detection in panel data models (Q498780):
Displaying 17 items.
- Change-point detection in panel data via double CUSUM statistic (Q150198) (← links)
- A CUSUM test for panel mean change detection (Q508105) (← links)
- Testing change in volatility using panel data (Q529830) (← 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)
- An efficient algorithm to estimate the change in variance (Q1787600) (← links)
- Darling-Erdős limit results for change-point detection in panel data (Q1937207) (← links)
- On CUSUM test for dynamic panel models (Q2059108) (← links)
- A general panel break test based on the self-normalization method (Q2132016) (← links)
- The asymptotic method of sequential change-point in panel data (Q4624504) (← links)
- Detection of a change-point in variance by a weighted sum of powers of variances test (Q5036596) (← links)
- A combined SR-CUSUM procedure for detecting common changes in panel data (Q5076901) (← links)
- A new hybrid approach to panel data change point detection (Q5079862) (← links)
- An evaluation of some methods used for determination of homogenous structural break point in mean of panel data (Q5083664) (← links)
- An application of Dirichlet process in clustering subjects via variance shift models: A course-evaluation study (Q5142182) (← links)
- Joint estimation of gradual variance changepoint for panel data with common structures (Q6541770) (← links)
- A fluctuation test for structural change detection in heterogeneous panel data models (Q6595021) (← links)
