Showing 1 - 10 of 25
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/10011687504
Persistent link: https://www.econbiz.de/10010440730
Persistent link: https://www.econbiz.de/10003806870
Persistent link: https://www.econbiz.de/10011594315
Persistent link: https://www.econbiz.de/10011422391
Persistent link: https://www.econbiz.de/10012302602
Persistent link: https://www.econbiz.de/10013539462
Persistent link: https://www.econbiz.de/10014183450