Showing 1 - 10 of 23
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/10009381370
Persistent link: https://www.econbiz.de/10003802390
Persistent link: https://www.econbiz.de/10003877646
Persistent link: https://www.econbiz.de/10001437556
Persistent link: https://www.econbiz.de/10015191531
Persistent link: https://www.econbiz.de/10010510949
Persistent link: https://www.econbiz.de/10003172760
Persistent link: https://www.econbiz.de/10011373268
Persistent link: https://www.econbiz.de/10011775788