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Panel stationarity test with structural breaks
Hadri, Kaddour; Rao, Yao - In: Oxford bulletin of economics and statistics 70 (2008) 2, pp. 245-269
Persistent link: https://www.econbiz.de/10003679742
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Are current account deficits in the OECD countries sustainable? : robust evidence from time-series estimators
Singh, Tarlok - In: The International trade journal 31 (2017) 1/5, pp. 29-64
Persistent link: https://www.econbiz.de/10011976420
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International mobility of capital in the OECD countries : a robust evidence from panel data estimators
Singh, Tarlok - In: Applied economics letters 20 (2013) 7/9, pp. 692-696
Persistent link: https://www.econbiz.de/10009761785
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Nonparametric estimation of the density of a change-point
Carrasco, Marine; Peltier, Hugo - 2024
Persistent link: https://www.econbiz.de/10014478827
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Re-examination of convergence hypothesis among Indian states in panel stationarity testing framework with structural breaks
Mishra, Ankita; Mishra, Vinod - In: Applied economics 50 (2018) 3, pp. 268-286
Persistent link: https://www.econbiz.de/10011846815
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Inference and testing breaks in nlarge dynamic panels with strong cross sectional dependence
Hidalgo, Javier; Schafgans, Marcia M. A. - 2015
Persistent link: https://www.econbiz.de/10011280123
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Error-correction based panel estimates of the demand for money of selected Asian countries with the extreme bounds analysis
Kumar, Saten; Bhaskara Rao, Buddhavarapu - In: Economic modelling 29 (2012) 4, pp. 1181-1188
Persistent link: https://www.econbiz.de/10009667408
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The difference, system and 'double-d GMM panel estimators in the presence of structural breaks
Chowdhury, Rosen Azad; Russell, Bill - 2012
Persistent link: https://www.econbiz.de/10009620285
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Resource drag in an endogenous growth context : a panel data-based estimation with cross-sectional dependences and structural breaks
Liu, Yaobin - In: Applied economics 46 (2014) 13/15, pp. 1586-1598
Persistent link: https://www.econbiz.de/10010412926
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Testing for a Structural Break in Dynamic Panel Data Models with Common Factors
Zhu, Huanjun - 2015
This paper develops a method for testing for the presence of a single structural break in panel data models with …
Persistent link: https://www.econbiz.de/10013014830