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

By George Kapetanios. 2008

136 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/8e92765c96147d717e23000807afbd85a2ba8db1

How researchers see this paper

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In Economics and Econometrics

1. Nellie Liang
2. Federico Grinberg
3. Sheheryar Malik
4. Tobias Adrian
5. Hyun Song Shin
6. Daniela Gabor
7. Valentina Bruno
8. Markus K. Brunnermeier

Citations in the corpus

• The Term Structure of Growth-at-Risk (2018, methodology): “To account for temporal dependence present in the data, we use a block-bootstrap (Lahiri, 2003, and Kapetanios, 2008).”
• Global Financial Cycles and Risk Premiums (2018, unknown): “In order to account for the cross-sectional and temporal dependencies, all confidence intervals are constructed using a crosssectional block-bootstrap procedure (see Kapetanios 2008).”