Testing for Breaks in Cointegrated Panels with Common and Idiosyncratic Stochastic Trends
Year of publication: |
2011-02
|
---|---|
Authors: | Kao, Chihwa ; Trapani, Lorenzo ; Urga, Giovanni |
Institutions: | Center for Policy Research, Maxwell School |
Subject: | Structural change | Panel cointegration | Common stochastic trends | Functional Central Limit Theorem |
-
Testing for Breaks in Cointegrated Panels
Kao, Chihwa, (2012)
-
Panel Data Analysis with Heterogeneous Dynamics
Okui, Ryo, (2014)
-
Keho, Yaya, (2021)
- More ...
-
Kao, Chihwa, (2007)
-
The Asymptotics for Panel Models with Common Shocks
Kao, Chihwa, (2006)
-
Testing for Instability in Covariance Structures
Kao, Chihwa, (2012)
- More ...