Breaks in persistence in fixed-\(T\) panel data

DOI10.1016/J.ECONLET.2021.109958zbMath1469.62206OpenAlexW3169138473MaRDI QIDQ2043150

Joakim Westerlund, Marcus Nordström

Publication date: 22 July 2021

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2021.109958

zbMATH Keywords

panel databreak in persistenceexplosive and unit root behaviors

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Causal inference from observational studies (62D20)

Cites Work

• Detection of structural breaks in linear dynamic panel data models
• ASYMPTOTIC PROPERTIES OF THE CUSUM ESTIMATOR FOR THE TIME OF CHANGE IN LINEAR PANEL DATA MODELS
• STRUCTURAL CHANGE IN NONSTATIONARY AR(1) MODELS

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