Change point estimation in panel data without boundary issue
Year of publication: |
March 2017
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Authors: | Peštová, Barbora ; Pešta, Michal |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 5.2017, 1, p. 1-22
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Subject: | change point | estimation | consistency | panel data | short panels | boundary issue | structural change | bootstrap | non-life insurance | change in claim amounts | Panel | Panel study | Schätztheorie | Estimation theory |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks5010007 [DOI] hdl:10419/167912 [Handle] |
Classification: | C33 - Models with Panel Data ; C13 - Estimation ; C12 - Hypothesis Testing ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; G22 - Insurance; Insurance Companies |
Source: | ECONIS - Online Catalogue of the ZBW |
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