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Volumn 33, Issue 4, 2012, Pages 631-648

Change-point detection in panel data

Author keywords

Change in the mean; CUSUM process; Linear processes; Panel date; Weak convergence

Indexed keywords


EID: 84862498943     PISSN: 01439782     EISSN: 14679892     Source Type: Journal    
DOI: 10.1111/j.1467-9892.2012.00796.x     Document Type: Article
Times cited : (161)

References (16)
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  • 2
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    • Common breaks in means and variances for panel data
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    • Bai, J.1
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    • Bai, J.1
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    • Structural changes, common stochastic trends, and unit roots in panel data
    • Bai, J. and Carrioni-i-Silvestre, J. L. (2009) Structural changes, common stochastic trends, and unit roots in panel data. The Review of Economic Studies 76, 471-501.
    • (2009) The Review of Economic Studies , vol.76 , pp. 471-501
    • Bai, J.1    Carrioni-i-Silvestre, J.L.2
  • 15
    • 0001624219 scopus 로고
    • Asymptotics for linear processes
    • Phillips, P. C. P. and Solo, V. (1992) Asymptotics for linear processes. Annals of Statistics 20, 971-1001.
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    • Phillips, P.C.P.1    Solo, V.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.