Structural breaks in panel data: Large number of panels and short length time series (Q5860947)
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scientific article; zbMATH DE number 7484480
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Structural breaks in panel data: Large number of panels and short length time series |
scientific article; zbMATH DE number 7484480 |
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Structural breaks in panel data: Large number of panels and short length time series (English)
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4 March 2022
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bootstrap
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change point problem
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four factor CAPM model
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panel data
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stationarity
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US mutual funds
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