A bootstrap procedure for panel data sets with many cross-sectional units

This paper considers the issue of bootstrap resampling in panel data sets. The availability of data sets with large temporal and cross-sectional dimensions suggests the possibility of new resampling schemes. We suggest one possibility which has not been widely explored in the literature. It amounts...

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Veröffentlicht in:The econometrics journal 2008-01, Vol.11 (2), p.377-395
1. Verfasser: Kapetanios, G.
Format: Artikel
Sprache:eng
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