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Structural breaks in dependent, heteroscedastic, and extremal panel data
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SYSNO 0494146 Title Structural breaks in dependent, heteroscedastic, and extremal panel data Author(s) Maciak, M. (CZ)
Peštová, Barbora (UIVT-O) RID, SAI
Pešta, M. (CZ)Source Title Kybernetika. Roč. 54, č. 6 (2018), s. 1106-1121. - : Ústav teorie informace a automatizace AV ČR, v. v. i. Document Type Článek v odborném periodiku Grant GJ18-00522Y, CZ - Czech Republic GJ18-01781Y, CZ - Czech Republic Institutional support UIVT-O - RVO:67985807 Language eng Country CZ Keywords panel data * dependence within panels * dependence between panels * changepoint * short panels * heteroscedasticity * ratio type statistics * consistency Permanent Link http://hdl.handle.net/11104/0287404
Number of the records: 1