Change point detection in panel data using block wild bootstrap-based CUSUM statistics†
Journal of the Korean Data & Information Science Society 2022;33:389-98
© 2022 Korean Data and Information Science Society.
Hakjun Kim1 · Taewook Lee2
12Department of Statistics, Hankuk University of Foreign Studies
Correspondence to: † This research was supported by Basic Science Research Program through the National Research Foundation of Korea (NRF) funded by the Ministry of Education (NRF-2016R1D1A1B01009508) and Hankuk University of Foreign Studies Research Fund of 2022.
1 Graduate student, Department of Statistics, Hankuk University of Foreign Studies, Gyeonggi-do 17035, Korea.
2 Professor, Department of Statistics, Hankuk University of Foreign Studies, Gyeonggi-do 17035, Korea. E-mail:
twlee@hufs.ac.kr Received March 29, 2022; Revised April 19, 2022; Accepted April 23, 2022.
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