A white noise test under weak conditions

[PDF] arxiv.org

Common change point estimation in panel data from the least squares and maximum likelihood viewpoints

M Bhattacharjee, M Banerjee, G Michailidis - arXiv preprint arXiv …, 2017 - arxiv.org
We establish the convergence rates and asymptotic distributions of the common break
change-point estimators, obtained by least squares and maximum likelihood in panel data …
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