Marie Huaková

Charles University in Prague

Celetná 13

Praha 1, 116 36

Czech Republic

SCHOLARLY PAPERS

3

DOWNLOADS

20

SSRN CITATIONS
Rank 25,785

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Top 25,785

in Total Papers Citations

1

CROSSREF CITATIONS

28

Scholarly Papers (3)

1.

Change-Point Monitoring in Linear Models

Econometrics Journal, Vol. 9, No. 3, pp. 373-403, November 2006
Number of pages: 31 Posted: 01 Nov 2006
Clemson University, University of Utah - Department of Mathematics, Charles University in Prague and Utah State University - Department of Mathematics & Statistics
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2.

Bootstrapping Confidence Intervals for the Change-Point of Time Series

Journal of Time Series Analysis, Vol. 29, Issue 6, pp. 947-972, November 2008
Number of pages: 26 Posted: 27 Oct 2008
Marie Huaková and Claudia Kirch
Charles University in Prague and Otto-von-Guericke-Universität Magdeburg
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3.

Structural Breaks in Panel Data: Large Number of Panels and Short Length Time Series

CEPR Discussion Paper No. DP11891
Number of pages: 32 Posted: 16 Mar 2017
Charles University in Prague - Faculty of Mathematics and Physics, CERGE-EI (Center for Economic Research and Graduate Education - Economics Institute), University of Utah - Department of Mathematics, Charles University in Prague and University of Reading - Department of Economics
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Change point problem, stationarity, panel data, bootstrap, four factor CAPM model, US mutual funds