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中山大学岭南学院高级计量经济学课件（I）CH2 Inference and Test of Structure Change
中山大学岭南学院 高级计量经济学 课件（I） CH2 Inference and Test of Structure Change
2017/6/14
中山大学岭南学院高级计量经济学课件（I）CH2 Inference and Test of Structure Change。
Model selection by LASSO methods in a change-point model
LASSO change-points selection criterion asymptotic behavior oracle properties
2011/8/25
Abstract: The paper considers a linear regression model with multiple change-points occurring at unknown times. The LASSO technique is very interesting since it allows the parametric estimation, inclu...
A procedure for the change point problem in parametric models based on phi-divergence test-statistics
Change point Information criterion Divergence Wald test-statistic General distributions
2011/8/25
Abstract: This paper studies the change point problem for a general parametric, univariate or multivariate family of distributions. An information theoretic procedure is developed which is based on ge...
Nonparametric test for detecting change in distribution with panel data
nonparametric estimation panel data process
2011/6/15
This paper considers the problem of comparing two processes with
panel data. A nonparametric test is proposed for detecting a monotone
change in the link between the two process distributions. The t...