Pages that link to "Item:Q508105"

The following pages link to A CUSUM test for panel mean change detection (Q508105):

Displaying 19 items.

• Change-point detection in panel data via double CUSUM statistic (Q150198) (← links)
• Variance change-point detection in panel data models (Q498780) (← links)
• Testing change in volatility using panel data (Q529830) (← links)
• Mean adjustment and the CUSUM test for structural change (Q900034) (← links)
• Stationary bootstrapping for common mean change detection in cross-sectionally dependent panels (Q1683643) (← links)
• Inference for change point and post change means after a CUSUM test. (Q1769963) (← links)
• Alternative boundaries for CUSUM tests (Q1880300) (← links)
• Darling-Erdős limit results for change-point detection in panel data (Q1937207) (← links)
• A two-stage estimator for change point in the mean of panel data (Q2052052) (← links)
• On CUSUM test for dynamic panel models (Q2059108) (← links)
• Block bootstrapping for a panel mean break test (Q2131936) (← links)
• A general panel break test based on the self-normalization method (Q2132016) (← links)
• An adaptation of Page's CUSUM test for change detection (Q2568547) (← links)
• (Q4343841) (← links)
• The Cusum Test for Parameter Change in Time Series Models (Q4828219) (← links)
• A combined SR-CUSUM procedure for detecting common changes in panel data (Q5076901) (← links)
• A modified CUSUM test for orthogonal structural changes (Q5958407) (← links)
• Subsample scan test for multiple breaks based on self-normalization (Q6060902) (← links)
• A fluctuation test for structural change detection in heterogeneous panel data models (Q6595021) (← links)