Erratum to: Testing structural changes in panel data with small fixed panel size and bootstrap
نویسندگان
چکیده
منابع مشابه
Nonparametric Testing for Smooth Structural Changes in Panel Data Models
Detecting and modelling structural changes in time series models have attracted great attention while relatively little effort has been paid to the test of structural changes in panel data models despite their increasing importance in economics and finance. In this paper, we propose a new approach to testing structural changes in panel data models with cross-sectional dependence. The idea is to...
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ژورنال
عنوان ژورنال: Metrika
سال: 2015
ISSN: 0026-1335,1435-926X
DOI: 10.1007/s00184-015-0562-8