An evaluation of some methods used for determination of homogenous structural break point in mean of panel data

DOI10.31801/CFSUASMAS.567078zbMath1489.62269OpenAlexW3005832916MaRDI QIDQ5083664

Selim Dağlioğlu, Mehmet Akif Bakir

Publication date: 20 June 2022

Published in: Communications Faculty Of Science University of Ankara Series A1Mathematics and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.31801/cfsuasmas.567078

zbMATH Keywords

Monte Carlo simulationpanel datastructural breakcorrect estimation of breakpoint

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Non-Markovian processes: hypothesis testing (62M07)

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