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dc.contributor.author신동완-
dc.date.accessioned2021-02-25T16:31:16Z-
dc.date.available2021-02-25T16:31:16Z-
dc.date.issued2020-
dc.identifier.issn1226-3192-
dc.identifier.issn2005-2863-
dc.identifier.otherOAK-27957-
dc.identifier.urihttps://dspace.ewha.ac.kr/handle/2015.oak/257063-
dc.description.abstractWe consider block bootstrappings for panel mean change test of the squared CUSUM test of Horvath and Huskova (J Time Ser Anal 33:631-648, 2012): the circular block bootstrapping and stationary bootstrapping. First order asymptotic null validity of the test is proved under serial and/or cross-sectional correlation. Consistency of the test under an alternative hypothesis is also proved. A Monte-Carlo experiment reveals that the existing tests of Horvath and Huskova (2012) and others have severe size distortions for serially and/or cross-sectionally correlated panels, and the block bootstrappings remedy this size distortion problem. A real data analysis illustrates the proposed method.-
dc.languageEnglish-
dc.publisherSPRINGER HEIDELBERG-
dc.subjectBootstrap test-
dc.subjectPanel mean break-
dc.subjectCross-sectional dependence-
dc.subjectSerial dependence-
dc.subjectCircular block bootstrapping-
dc.subjectStationary bootstrapping-
dc.titleBlock bootstrapping for a panel mean break test-
dc.typeArticle-
dc.relation.issue3-
dc.relation.volume49-
dc.relation.indexSCIE-
dc.relation.indexSCOPUS-
dc.relation.indexKCI-
dc.relation.startpage802-
dc.relation.lastpage821-
dc.relation.journaltitleJOURNAL OF THE KOREAN STATISTICAL SOCIETY-
dc.identifier.doi10.1007/s42952-019-00034-8-
dc.identifier.wosidWOS:000522858200008-
dc.identifier.scopusid2-s2.0-85079598086-
dc.author.googleChoi, Ji-Eun-
dc.author.googleShin, Dong Wan-
dc.contributor.scopusid신동완(7403352539)-
dc.date.modifydate20210225145311-
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