We consider block bootstrappings for panel mean change test of the squared CUSUM test of Horváth and Hušková (J Time Ser Anal 33:631–648, 2012): the circular block bootstrapping and stationary bootstrapping. First order asymptotic null validity of the test is proved under serial and/or cross-sectional correlation. Consistency of the test under an alternative hypothesis is also proved. A Monte-Carlo experiment reveals that the existing tests of Horváth and Hušková (2012) and others have severe size distortions for serially and/or cross-sectionally correlated panels, and the block bootstrappings remedy this size distortion problem. A real data analysis illustrates the proposed method.

中文翻译：

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阻止自举以进行面板均值断裂测试

我们在Horváth和Hušková的平方CUSUM检验的面板均值变化检验中考虑块自举（J Time Ser Anal 33：631–648，2012）：圆形块自举和固定自举。在序列和/或截面相关性下证明了该测试的一阶渐近零值有效性。还证明了在另一假设下测试的一致性。蒙特卡洛实验表明，现有的Horváth和Hušková（2012）等测试对序列和/或横截面相关的面板存在严重的尺寸变形，而块状自举弥补了该尺寸变形问题。实际数据分析说明了该方法。