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20192026
most citedSpecification procedures for multivariate stable-Paretian laws for independent and for conditionally heteroskedastic data

4 citations · 11 across the 5 of their papers we have counts for

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stat.ME2025

A Weighted Regression Approach to Break-Point Detection in Panel Data

Charl Pretorius, Heinrich Roodt

New procedures for detecting a change in the cross-sectional mean of panel data are proposed. The procedures rely on estimating nuisance parameters using certain cross-sectional me…