Stationary bootstrapping for common mean change detection in cross-sectionally dependent panels
type: Item
instance of: scholarly article
title: Stationary bootstrapping for common mean change detection in cross-sectionally dependent panels
zbMATH Open document ID: 1435.62329
author: Dong Wan Shin
author: Eunju Hwang
published in: Metrika
publication date: 2017-12-01T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M07
Mathematics Subject Classification ID: 60G10
Mathematics Subject Classification ID: 62G09
zbMATH DE Number: 6814694
zbMATH Keywords: bootstrap test
zbMATH Keywords: common panel mean change
zbMATH Keywords: cross-section correlation
zbMATH Keywords: size distortion
zbMATH Keywords: stationary bootstrapping
MaRDI profile type: Publication
full work available at URL: s00184-017-0627-y
OpenAlex ID: W2766224837
cites work: Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
cites work: Structural breaks in time series
cites work: Common breaks in means and variances for panel data
cites work: Q5475042
cites work: Unit root tests for cross-sectionally dependent panels: the influence of observed factors
cites work: Q4269108
cites work: Bootstrap unit root tests in panels with cross-sectional dependency
cites work: Q3911791
cites work: A functional central limit theorem for weakly dependent sequences of random variables
cites work: Change‐point detection in panel data
cites work: Nonparametric Estimation in Large Panels with Cross-Sectional Dependence
cites work: Stationary bootstrapping for semiparametric panel unit root tests
cites work: Maximal inequalities and an application under a weak dependence
cites work: A nonlinear panel data model of cross-sectional dependence
cites work: Common breaks in time trends for large panel data with a factor structure
cites work: The jackknife and the bootstrap for general stationary observations
cites work: Variance change-point detection in panel data models
cites work: A Bayesian method of distinguishing unit root from stationary processes based on panel data models with cross-sectional dependence
cites work: Testing for a unit root in panels with dynamic factors
cites work: Tapered block bootstrap
cites work: Bootstrapping Unit Root Tests for Autoregressive Time Series
cites work: Unit root testing via the stationary bootstrap
cites work: Asymptotics for linear processes
cites work: Dynamic panel estimation and homogeneity testing under cross section dependence
cites work: The Stationary Bootstrap
cites work: Automatic Block-Length Selection for the Dependent Bootstrap
cites work: Testing change in volatility using panel data
cites work: Stationary bootstrapping for panel cointegration tests under cross-sectional dependence
cites work: An instrumental variable approach for panel unit root tests under cross-sectional dependence
cites work: Stationary bootstrapping for cointegrating regressions
cites work: A CUSUM test for panel mean change detection
cites work: Bootstrapping unit root tests for integrated processes
cites work: Maximal moment inequality for partial sums of strong mixing sequences and application
DOI: 10.1007/S00184-017-0627-Y
description: scientific article; zbMATH DE number 6814694