He, Changli; Sandberg, Rickard - Economics Institute for Research (SIR), … - 2005
Transitions; Structural Breaks;
Unit roots; LSDV estimation; Central limit theorem
e-mail:changli.he@hhs.se
ye … for structural breaks can for instance be found
in Im and Lee (1999), Silvestre, Barrio-Castro, and Lopez-Bazo (2001 … panel unit root tests as well. Considering this
fact in addition to that evidence of nonlinearities (such as structural …