B0701
Title: Change point detection in panel data
Authors: Marie Huskova - Charles University (Czech Republic) [presenting]
Abstract: Recent results are considered on testing and estimating for a change in panel data. Asymptotic properties of the suggested procedures will presented when the number of the panels is large and the number of the observations in each panel is either large or fixed (small w.r.t. the number of panels). Results of a simulation study and an application to a real data set will be reported.
Journal