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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| Autori principali: | , , |
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| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
MDPI AG
2026-03-01
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| Serie: | Entropy |
| Soggetti: | |
| Accesso online: | https://www.mdpi.com/1099-4300/28/4/375 |
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