Change Point Detection in Panel Linear Regression Models Based on Jump Information Criterion

This paper focuses on the critical issue of change point detection in panel linear regression models and proposes a novel jump information criterion (JIC) for efficient solution. The core innovation of this criterion lies in reconstructing the traditional change point hypothesis testing problem into...

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Autors principals:	Wenzhi Zhao, Lu Fan, Zhiming Xia
Format:	Artigo
Idioma:	Inglês
Publicat:	MDPI AG 2026-03-01
Col·lecció:	Entropy
Matèries:	change point panel data jump information criterion convergence rate
Accés en línia:	https://www.mdpi.com/1099-4300/28/4/375
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