Testing for Structural Change in Panel Data: Application to a Study of U.S. Foreign Trade in Manufacturing Goods.

A multivariate cusum test, along with extensions for partitioned parameters, serial correlation, and error components, is developed for panel data analysis. These techniques are then applied to a study of U.S. foreign trade in manufacturing goods examining changes in the determinants, i.e., the relationships between the factor contents and the net exports. Copyright 1989 by MIT Press.

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Year of publication:	1989
Authors:	Han, Aaron K ; Park, Daekeun
Published in:	The Review of Economics and Statistics. - MIT Press. - Vol. 71.1989, 1, p. 135-42
Publisher:	MIT Press

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Extent:	application/pdf
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005557310