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
|
|---|---|
| Authors: | Antoch, Jaromír ; Hanousek, Jan ; Horváth, Lajos ; Hušková, Marie ; Wang, Shixuan |
| Subject: | Bootstrap | change point problem | four factor CAPM model | panel data | stationarity | US mutual funds | Panel | Panel study | Zeitreihenanalyse | Time series analysis | Strukturbruch | Structural break | Theorie | Theory | Investmentfonds | Investment Fund | Schätzung | Estimation | Bootstrap-Verfahren | Bootstrap approach | CAPM | Stochastischer Prozess | Stochastic process | Einheitswurzeltest | Unit root test | USA | United States |
| 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://ebvufind01.dmz1.zbw.eu/10012181361