Stationary bootstrapping for common mean change detection in cross-sectionally dependent panels

DOI10.1007/s00184-017-0627-yzbMath1435.62329OpenAlexW2766224837MaRDI QIDQ1683643

Dong Wan Shin, Eun-Ju Hwang

Publication date: 1 December 2017

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-017-0627-y

zbMATH Keywords

size distortionbootstrap testcommon panel mean changecross-section correlationstationary bootstrapping

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Nonparametric statistical resampling methods (62G09) Non-Markovian processes: hypothesis testing (62M07)

Related Items (2)

Block bootstrapping for a panel mean break test ⋮ A general panel break test based on the self-normalization method

Cites Work

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