Variance change-point detection in panel data models
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Publication:498780
DOI10.1016/j.econlet.2014.12.005zbMath1321.62110OpenAlexW1982036821MaRDI QIDQ498780
Zhanshou Chen, Zheng Tian, Yanting Xiao, Fuxiao Li
Publication date: 29 September 2015
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2014.12.005
Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Sequential statistical analysis (62L10) Non-Markovian processes: hypothesis testing (62M07)
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