About: Change-point detection in panel data     Goto   Sponge   NotDistinct   Permalink

An Entity of Type : http://linked.opendata.cz/ontology/domain/vavai/Vysledek, within Data Space : linked.opendata.cz associated with source document(s)

AttributesValues
rdf:type
rdfs:seeAlso
Description
  • We consider N panels and each panel is based on T observations. We are interested to test if the means of the panels remain the same during the observation period against the alternative that the means change at an unknown time. We provide tests which are derived from a likelihood argument and they are based on the adaptation of the CUSUM method to panel data. Asymptotic distributions are derived under the no change null hypothesis and the consistency of the tests are proven under the alternative. The asymptotic results are shown to work in case of small and moderate sample sizes via Monte Carlo simulations.
  • We consider N panels and each panel is based on T observations. We are interested to test if the means of the panels remain the same during the observation period against the alternative that the means change at an unknown time. We provide tests which are derived from a likelihood argument and they are based on the adaptation of the CUSUM method to panel data. Asymptotic distributions are derived under the no change null hypothesis and the consistency of the tests are proven under the alternative. The asymptotic results are shown to work in case of small and moderate sample sizes via Monte Carlo simulations. (en)
Title
  • Change-point detection in panel data
  • Change-point detection in panel data (en)
skos:prefLabel
  • Change-point detection in panel data
  • Change-point detection in panel data (en)
skos:notation
  • RIV/00216208:11320/12:10124962!RIV13-GA0-11320___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • I, P(GAP201/12/1277), P(GC201/09/J006)
http://linked.open...iv/cisloPeriodika
  • 4
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 126664
http://linked.open...ai/riv/idVysledku
  • RIV/00216208:11320/12:10124962
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • 60F17; 62F05; 62M10; CUSUM process; weak convergence; linear processes; change in the mean; Panel date (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • GB - Spojené království Velké Británie a Severního Irska
http://linked.open...ontrolniKodProRIV
  • [4EB2E0724C73]
http://linked.open...i/riv/nazevZdroje
  • JOURNAL OF TIME SERIES ANALYSIS
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...v/svazekPeriodika
  • 33
http://linked.open...iv/tvurceVysledku
  • Horvath, Lajos
  • Hušková, Marie
http://linked.open...ain/vavai/riv/wos
  • 000305243800008
issn
  • 0143-9782
number of pages
http://bibframe.org/vocab/doi
  • 10.1111/j.1467-9892.2012.00796.x
http://localhost/t...ganizacniJednotka
  • 11320
Faceted Search & Find service v1.16.118 as of Jun 21 2024


Alternative Linked Data Documents: ODE     Content Formats:   [cxml] [csv]     RDF   [text] [turtle] [ld+json] [rdf+json] [rdf+xml]     ODATA   [atom+xml] [odata+json]     Microdata   [microdata+json] [html]    About   
This material is Open Knowledge   W3C Semantic Web Technology [RDF Data] Valid XHTML + RDFa
OpenLink Virtuoso version 07.20.3240 as of Jun 21 2024, on Linux (x86_64-pc-linux-gnu), Single-Server Edition (126 GB total memory, 39 GB memory in use)
Data on this page belongs to its respective rights holders.
Virtuoso Faceted Browser Copyright © 2009-2024 OpenLink Software