Monte Carlo Evaluation of the Methods Estimating Structural Change Point in Panel Data
In this study, we investigate the existence ofstructural break in a panel data consisting of N time series of T unit length,and the estimation performance of Simple Mean Shift Model, Fluctuation Test,Wald Statistic Test, Kim Test which are based on common break assumption areexamined to determine th...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Sakarya University
2019-06-01
|
| Series: | Sakarya Üniversitesi Fen Bilimleri Enstitüsü Dergisi |
| Subjects: | |
| Online Access: | https://dergipark.org.tr/tr/download/article-file/644990 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|