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A CUSUM Test for Common Trends in Large Heterogeneous Panels - MaRDI portal

A CUSUM Test for Common Trends in Large Heterogeneous Panels

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Publication:5133512

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DOI10.1108/S0731-905320140000033010zbMath1453.62465OpenAlexW2286954363MaRDI QIDQ5133512

Jungyoon Lee, Javier Hidalgo

Publication date: 10 November 2020

Published in: Essays in Honor of Peter C. B. Phillips (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1108/s0731-905320140000033010

zbMATH Keywords

common trends partial linear models bootstrap algorithms large data set

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Statistical aspects of big data and data science (62R07) Causal inference from observational studies (62D20)

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