A bootstrap procedure for panel data sets with many cross-sectional units

DOI10.1111/j.1368-423X.2008.00243.xzbMath1141.91639MaRDI QIDQ3521281

George Kapetanios

Publication date: 21 August 2008

Published in: Econometrics Journal (Search for Journal in Brave)

zbMATH Keywords

panel dataBootstrap

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

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Cites Work

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• Resampling methods for dependent data
• Stochastic Limit Theory
• Linear Regression Limit Theory for Nonstationary Panel Data
• Higher-Order Improvements of a Computationally Attractive k-Step Bootstrap for Extremum Estimators
• Determining the Number of Factors in Approximate Factor Models
• Microeconometrics
• The bootstrap and Edgeworth expansion

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