Grouped Change-Points Detection and Estimation in Panel Data
The change-points in panel data can be obstacles for fitting models; thus, detecting change-points accurately before modeling is crucial. Extant methods often either assume that all panels share the common change-points or that grouped panels have the same unknown parameters. However, the problem of...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2024-03-01
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Series: | Mathematics |
Subjects: | |
Online Access: | https://www.mdpi.com/2227-7390/12/5/750 |