Testing for unit roots in short panels allowing for a structural break

DOI10.1016/j.csda.2012.10.014zbMath1506.62092OpenAlexW1986020517MaRDI QIDQ1623539

Elias Tzavalis, Yiannis Karavias

Publication date: 23 November 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2012.10.014

zbMATH Keywords

bootstrappanel data modelsunit rootsstructural breakssequential teststrade openness

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)

Related Items (2)

Local Power of Fixed-T  Panel Unit Root Tests With Serially Correlated Errors and Incidental Trends ⋮ Local power of panel unit root tests allowing for structural breaks

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