Showing 1 - 10 of 16
Persistent link: https://www.econbiz.de/10000918740
Persistent link: https://www.econbiz.de/10000919429
Persistent link: https://www.econbiz.de/10000565130
Persistent link: https://www.econbiz.de/10000565134
Persistent link: https://www.econbiz.de/10015191531
In this paper, we develop tests for structural change in cointegrated panel regressions with common and idiosyncratic trends. We consider both the cases of observable and nonobservable common trends, deriving a Functional Central Limit Theorem for the partial sample estimators under the null of...
Persistent link: https://www.econbiz.de/10013127390
Persistent link: https://www.econbiz.de/10003965373
Persistent link: https://www.econbiz.de/10009381370
Persistent link: https://www.econbiz.de/10010497745
Persistent link: https://www.econbiz.de/10003407424