Showing 1 - 10 of 17
Persistent link: https://www.econbiz.de/10002753378
Persistent link: https://www.econbiz.de/10002197493
Persistent link: https://www.econbiz.de/10014183450
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/10009007612
Persistent link: https://www.econbiz.de/10009381370
Persistent link: https://www.econbiz.de/10003768233
Persistent link: https://www.econbiz.de/10003806837
Persistent link: https://www.econbiz.de/10011687485
Persistent link: https://www.econbiz.de/10011687504