Stationary bootstrapping for common mean change detection in cross-sectionally dependent panels
DOI10.1007/S00184-017-0627-YzbMATH Open1435.62329OpenAlexW2766224837MaRDI QIDQ1683643FDOQ1683643
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
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size distortionbootstrap testcommon panel mean changecross-section correlationstationary bootstrapping
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09) Non-Markovian processes: hypothesis testing (62M07) Stationary stochastic processes (60G10)
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Cited In (2)
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