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Change-point detection in panel data

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  • Lajos Horváth
  • Marie Hušková

Abstract

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  • Lajos Horváth & Marie Hušková, 2012. "Change-point detection in panel data," Journal of Time Series Analysis, Wiley Blackwell, vol. 33(4), pages 631-648, July.
    • Handle: RePEc:bla:jtsera:v:33:y:2012:i:4:p:631-648
    DOI: j.1467-9892.2012.00796.x
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    Cited by:

    1. V. Brault & C. Lévy-Leduc & A. Mathieu & A. Jullien, 2018. "Change-Point Estimation in the Multivariate Model Taking into Account the Dependence: Application to the Vegetative Development of Oilseed Rape," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 23(3), pages 374-389, September.
    2. Eunju Hwang & Dong Wan Shin, 2017. "Stationary bootstrapping for common mean change detection in cross-sectionally dependent panels," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 80(6), pages 767-787, November.
    3. Zhu, Xiaoqian & Xie, Yongjia & Li, Jianping & Wu, Dengsheng, 2015. "Change point detection for subprime crisis in American banking: From the perspective of risk dependence," International Review of Economics & Finance, Elsevier, vol. 38(C), pages 18-28.

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