• Nonparametric estimation of the density of a change-point 

    Carrasco, Marine; Peltier, Hugo (Université de Montréal. Département de sciences économiques, 2024-01)
    The paper considers a panel model where the regression coe¢ cients undergo changes at an unknown time point, di§erentfor each series. The timings of changes are assumed to be independent, identically distributed, and drawn from some com-mon distribution, ...