Detecting common breaks in the means of high dimensional cross-dependent panels (Q5053110)
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scientific article; zbMATH DE number 7626647
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Detecting common breaks in the means of high dimensional cross-dependent panels |
scientific article; zbMATH DE number 7626647 |
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Detecting common breaks in the means of high dimensional cross-dependent panels (English)
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6 December 2022
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high dimensional panel
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change points in mean
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asymptotic limit
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Monte Carlo simulation
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FRED-MD macroeconomic data
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