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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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Sieve bootstrap monitoring for change from short to long memory
Chen, Zhanshou
;
Xing, Yuhong
;
Li, Fuxiao
- In:
Economics letters
140
(
2016
),
pp. 53-56
Persistent link: https://www.econbiz.de/10011615973
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