{"id":"https://openalex.org/W2904889722","doi":"https://doi.org/10.14736/kyb-2018-6-1106","title":"Structural breaks in dependent, heteroscedastic, and extremal panel data","display_name":"Structural breaks in dependent, heteroscedastic, and extremal panel data","publication_year":2018,"publication_date":"2018-12-18","ids":{"openalex":"https://openalex.org/W2904889722","doi":"https://doi.org/10.14736/kyb-2018-6-1106","mag":"2904889722"},"language":"en","primary_location":{"id":"doi:10.14736/kyb-2018-6-1106","is_oa":false,"landing_page_url":"https://doi.org/10.14736/kyb-2018-6-1106","pdf_url":null,"source":{"id":"https://openalex.org/S158577884","display_name":"Kybernetika","issn_l":"0023-5954","issn":["0023-5954","1805-949X"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310314340","host_organization_name":"Institute of Information Theory and Automation of the Czech Academy of Sciences","host_organization_lineage":["https://openalex.org/P4310314340","https://openalex.org/P4310314171"],"host_organization_lineage_names":["Institute of Information Theory and Automation of the Czech Academy of Sciences","Czech Academy of Sciences"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Kybernetika","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5019864034","display_name":"Mat\u00fa\u0161 Maciak","orcid":"https://orcid.org/0000-0002-9414-2151"},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Mat\u00fa\u0161 Maciak","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5091418180","display_name":"Barbora Pe\u0161tov\u00e1","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Barbora Pe\u0161tov\u00e1","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5081726824","display_name":"Michal Pe\u0161ta","orcid":"https://orcid.org/0000-0001-5311-0797"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Michal Pe\u0161ta","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5019864034"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":3.2231,"has_fulltext":false,"cited_by_count":8,"citation_normalized_percentile":{"value":0.93669513,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":98},"biblio":{"volume":null,"issue":null,"first_page":"1106","last_page":"1121"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11911","display_name":"Spatial and Panel Data Analysis","score":0.9914000034332275,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11911","display_name":"Spatial and Panel Data Analysis","score":0.9914000034332275,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10128","display_name":"Global trade and economics","score":0.9873999953269958,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.9643999934196472,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/heteroscedasticity","display_name":"Heteroscedasticity","score":0.8327482342720032},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.5670009851455688},{"id":"https://openalex.org/keywords/panel-data","display_name":"Panel data","score":0.5373142957687378},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.4024735391139984},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.3849223256111145}],"concepts":[{"id":"https://openalex.org/C101104100","wikidata":"https://www.wikidata.org/wiki/Q1063540","display_name":"Heteroscedasticity","level":2,"score":0.8327482342720032},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5670009851455688},{"id":"https://openalex.org/C6422946","wikidata":"https://www.wikidata.org/wiki/Q857354","display_name":"Panel data","level":2,"score":0.5373142957687378},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4024735391139984},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.3849223256111145}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.14736/kyb-2018-6-1106","is_oa":false,"landing_page_url":"https://doi.org/10.14736/kyb-2018-6-1106","pdf_url":null,"source":{"id":"https://openalex.org/S158577884","display_name":"Kybernetika","issn_l":"0023-5954","issn":["0023-5954","1805-949X"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310314340","host_organization_name":"Institute of Information Theory and Automation of the Czech Academy of Sciences","host_organization_lineage":["https://openalex.org/P4310314340","https://openalex.org/P4310314171"],"host_organization_lineage_names":["Institute of Information Theory and Automation of the Czech Academy of Sciences","Czech Academy of Sciences"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Kybernetika","raw_type":"journal-article"},{"id":"pmh:oai:oai.dml.cz:10338.dmlcz/147599","is_oa":false,"landing_page_url":"http://hdl.handle.net/10338.dmlcz/147599","pdf_url":null,"source":{"id":"https://openalex.org/S4406922294","display_name":"Czech digital mathematics library","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text:not_categorized"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":17,"referenced_works":["https://openalex.org/W105317347","https://openalex.org/W816802601","https://openalex.org/W1577286032","https://openalex.org/W1588406935","https://openalex.org/W1957259441","https://openalex.org/W1983161741","https://openalex.org/W2015539364","https://openalex.org/W2048431626","https://openalex.org/W2054786051","https://openalex.org/W2057396531","https://openalex.org/W2064209888","https://openalex.org/W2108938609","https://openalex.org/W2143104941","https://openalex.org/W2256112954","https://openalex.org/W2581815380","https://openalex.org/W3121722945","https://openalex.org/W4300577719"],"related_works":["https://openalex.org/W2079738662","https://openalex.org/W2122520405","https://openalex.org/W2108677674","https://openalex.org/W3124109721","https://openalex.org/W2072458142","https://openalex.org/W1570423303","https://openalex.org/W2185316230","https://openalex.org/W4306166975","https://openalex.org/W2752702163","https://openalex.org/W1596516472"],"abstract_inverted_index":{"summary:New":[0],"statistical":[1],"procedures":[2],"for":[3,23,34,65],"a":[4,10,66,99],"change":[5],"in":[6,27,86],"means":[7],"problem":[8,26],"within":[9],"very":[11],"general":[12],"panel":[13,29],"data":[14,30,101],"structure":[15],"are":[16,57,63,75,84,95],"proposed.":[17],"Unlike":[18],"classical":[19],"inference":[20],"tools":[21],"used":[22],"the":[24,28,41],"changepoint":[25],"framework,":[31],"we":[32],"allow":[33],"mutually":[35],"dependent":[36],"panels,":[37,42],"unequal":[38],"variances":[39],"across":[40],"and":[43,59,80],"possibly":[44],"an":[45,87],"extremely":[46],"short":[47],"follow":[48],"up":[49],"period.":[50],"Two":[51],"competitive":[52],"ratio":[53],"type":[54],"test":[55],"statistics":[56],"introduced":[58],"their":[60,81],"asymptotic":[61],"properties":[62,83],"derived":[64],"large":[67],"number":[68],"of":[69],"available":[70],"panels.":[71],"The":[72,91],"proposed":[73],"tests":[74],"proved":[76],"to":[77,98],"be":[78],"consistent":[79],"empirical":[82],"investigated":[85],"extensive":[88],"simulation":[89],"study.":[90],"suggested":[92],"testing":[93],"approaches":[94],"also":[96],"applied":[97],"real":[100],"problem.":[102]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":1},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":3},{"year":2019,"cited_by_count":1}],"updated_date":"2026-05-06T08:25:59.206177","created_date":"2025-10-10T00:00:00"}
