A Bootstrap Procedure for Panel Datasets with Many Cross-Sectional Units
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- G. Kapetanios, 2008. "A bootstrap procedure for panel data sets with many cross-sectional units," Econometrics Journal, Royal Economic Society, vol. 11(2), pages 377-395, July.
- George Kapetanios, 2004. "A Bootstrap Procedure for Panel Datasets with Many Cross-Sectional Units," Working Papers 523, Queen Mary University of London, School of Economics and Finance.
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More about this item
Keywords
Bootstrap; Panel data;JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2004-11-07 (Econometrics)
- NEP-ETS-2004-11-07 (Econometric Time Series)
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