Počet záznamů: 1
Testing structural changes in panel data with small fixed panel size and bootstrap
- 1.0481518 - ÚI 2018 DE eng J - Článek v odborném periodiku
Peštová, Barbora - Pešta, M.
Testing structural changes in panel data with small fixed panel size and bootstrap.
Metrika. Roč. 78, č. 6 (2015), s. 665-689. ISSN 0026-1335. E-ISSN 1435-926X
Klíčová slova: change-point * Change point * Panel data * Change in mean * Fixed panel size * Short panels * Ratio type statistics * Bootstrap
Impakt faktor: 0.595, rok: 2015
Citováno: 4
--- TORGOVITSKI, L. Panel data segmentation under finite time horizon. JOURNAL OF STATISTICAL PLANNING AND INFERENCE. ISSN 0378-3758, DEC 2015, vol. 167, p. 69-89. [WOS]
--- ANTOCH, J. - HANOUSEK, J. - HORVATH, L. - HUSKOVA, M. - WANG, S.X. Structural breaks in panel data: Large number of panels and short length time series. ECONOMETRIC REVIEWS. ISSN 0747-4938, AUG 9 2019, vol. 38, no. 7, p. 828-855. [WOS]
--- TIWARI, A. - PATRO, A. Memory, Risk Aversion, and Nonlife Insurance Consumption: Evidence from Emerging and Developing Markets. RISKS. ISSN 2227-9091, DEC 2018, vol. 6, no. 4. [WOS]
--- XU, L.W. - WANG, D.K. Parametric bootstrap inferences for unbalanced panel data models. COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION. ISSN 0361-0918, 2017, vol. 46, no. 10, p. 7602-7613. [WOS]
Trvalý link: http://hdl.handle.net/11104/0277058
Počet záznamů: 1