Variance change-point detection in panel data models
Fuxiao Li; Zheng Tian; Yanting Xiao; Zhanshou Chen
| Year of publication: |
2015
|
|---|---|
| Authors: | Li, Fuxiao ; Zheng, Tian ; Xiao, Yanting ; Chen, Zhanshou |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 126.2015, p. 140-143
|
| Subject: | Panel data models | Common variance change-point | CUSUM-based statistic | Panel | Panel study | Theorie | Theory | Varianzanalyse | Analysis of variance | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011376444