Model-free classification of panel data via the ϵ-complexity theory

DOI10.1080/03610918.2020.1733609zbMath1497.62231OpenAlexW3009143082MaRDI QIDQ5867450

Alexandra Piryatinska, Boris S. Darkhovsky

Publication date: 14 September 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2020.1733609

zbMATH Keywords

classificationpanel datamultivariate time series\(\epsilon\)-complexity

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

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• Panel Data Econometrics
• Asymptotics for Panel Models with Common Shocks
• Change‐point detection in panel data
• Structural breaks in panel data: Large number of panels and short length time series

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