Karavias, Yiannis; Tzavalis, Elias - In: Computational Statistics & Data Analysis 76 (2014) C, pp. 391-407
Panel data unit root tests which allow for a common structural break in the individual effects or linear trends of the AR(1) panel data model are suggested. These allow the date of the break to be unknown. The tests assume that the time-dimension of the panel (T) is fixed (finite) while the...