Erratum to: Testing structural changes in panel data with small fixed panel size and bootstrap

Abstract

Erratum to: Metrika (2015) 78:665-689 DOI 10.1007/s00184-014-0522-8 In the original publication, the form of the change point estimate presented in Section 4 is not suitable. The correct form of the estimate with correct assertion of Theorem 3 is given below.

The corrected version of the original paper can be found on arXiv http://arxiv.org/abs/1509.01291.

Keywords

• Change point
• Panel data
• Change in mean
• Fixed panel size
• Short panels
• Ratio type statistics
• Bootstrap