Similar Search Results - EconBiz

Purchasing power parity during currency crises : a panel unit root test under structural breaks

Breitung, Jörg; Candelon, Bertrand - 2003

Persistent link: https://www.econbiz.de/10001882754

Purchasing power parity during currency crises : a panel unit root test under structural breaks

Breitung, Jörg; Candelon, Bertrand - In: Review of world economics 141 (2005) 1, pp. 124-140

Persistent link: https://www.econbiz.de/10002717118

Testing for structural breaks in dynamic factor models

Breitung, Jörg; Eickmeier, Sandra - In: Journal of econometrics 163 (2011) 1, pp. 71-84

Persistent link: https://www.econbiz.de/10009270447

Testing for structural breaks in dynamic factor models

Breitung, Jörg; Eickmeier, Sandra - 2009

From time to time, economies undergo far-reaching structural changes. In this paper we investigate the consequences of structural breaks in the factor loadings for the specification and estimation of factor models based on principal components and suggest test procedures for structural breaks....

Persistent link: https://www.econbiz.de/10003815484

Testing for Structural Breaks in Dynamic Factor Models

Breitung, Jörg - 2016

From time to time, economies undergo far-reaching structural changes. In this paper we investigate the consequences of structural breaks in the factor loadings for the specification and estimation of factor models based on principal components and suggest test procedures for structural breaks....

Persistent link: https://www.econbiz.de/10012991066

Testing for panel cointegration with multiple structural breaks

Westerlund, Joakim (contributor) - 2005 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002552627

Testing for panel cointegration with multiple structural breaks

Westerlund, Joakim - In: Oxford bulletin of economics and statistics 68 (2006) 1, pp. 101-132

Persistent link: https://www.econbiz.de/10003295155

Testing for a unit root in panel time series models with multiple breaks

Westerlund, Joakim - 2009

Persistent link: https://www.econbiz.de/10003884487

Testing for unit roots in panel time-series models with multiple level breaks

Westerlund, Joakim - In: The Manchester School 80 (2012) 6, pp. 671-699

Persistent link: https://www.econbiz.de/10009744359

Panel cointegration and the monetary exchange rate model

Basher, Syed Abul; Westerlund, Joakim - In: Economic modelling 26 (2009) 2, pp. 506-513

Persistent link: https://www.econbiz.de/10003839843

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