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  • Search: subject:"Common variance change-point"
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Year of publication
Subject
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CUSUM-based statistic 2 Common variance change-point 2 Panel data models 2 Analysis of variance 1 Panel 1 Panel study 1 Theorie 1 Theory 1 Time series analysis 1 Varianzanalyse 1 Zeitreihenanalyse 1
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Undetermined 1
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Chen, Zhanshou 2 Li, Fuxiao 2 Xiao, Yanting 2 Tian, Zheng 1 Zheng, Tian 1
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Economics Letters 1 Economics letters 1
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ECONIS (ZBW) 1 RePEc 1
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Variance change-point detection in panel data models
Li, Fuxiao; Zheng, Tian; Xiao, Yanting; Chen, Zhanshou - In: Economics letters 126 (2015), pp. 140-143
Persistent link: https://www.econbiz.de/10011376444
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Cover Image
Variance change-point detection in panel data models
Li, Fuxiao; Tian, Zheng; Xiao, Yanting; Chen, Zhanshou - In: Economics Letters 126 (2015) C, pp. 140-143
This paper proposes a cumulative sum (CUSUM) based statistic to test if there is a common variance change-point in …
Persistent link: https://www.econbiz.de/10011189523
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