We design monitoring procedures for the common change-point in a sequential panel data model. An asymptotic method and two new bootstrap methods are proposed to obtain critical values. We establish the asymptotic validity of the proposed bootstrap procedures. In simulation studies the empirical test size and the empirical test power values are investigated to show that the three tests are valid and have their own applications. At the same time, the estimations of an unknown change-point are obtained by using the proposed test statistic with these three methods.
change-point bootstrap panel data cumulative sum estimator mean shift
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