A fluctuation test for structural change detection in heterogeneous panel data models

DOI10.1007/s11424-024-2064-0zbMath1544.623MaRDI QIDQ6595021

Fuxiao Li, Yanting Xiao, Zhanshou Chen

Publication date: 29 August 2024

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

zbMATH Keywords

fluctuation testcommon correlated effectsstructural change detectionheterogeneous panel data models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07) Asymptotic properties of parametric tests (62F05)

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