Structural breaks in panel data : large number of panels and short length time series
Jaromír Antoch, Jan Hanousek, Lajos Horváth, Marie Hušková, and Shixuan Wang
| Year of publication: |
2019
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|---|---|
| Authors: | Antoch, Jaromír ; Hanousek, Jan ; Horváth, Lajos ; Hušková, Marie ; Wang, Shixuan |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 1532-4168, ZDB-ID 2041746-9. - Vol. 38.2019, 7, p. 828-855
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| Subject: | Bootstrap | change point problem | four factor CAPM model | panel data | stationarity | US mutual funds | Theorie | Theory | Panel | Panel study | Zeitreihenanalyse | Time series analysis | Strukturbruch | Structural break | Schätzung | Estimation | Investmentfonds | Investment Fund | Bootstrap-Verfahren | Bootstrap approach | CAPM |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2018.1454378 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012181361