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Volumn 3, Issue 1, 2006, Pages

Testing for structural change in panel data: GDP growth, consumption growth, and productivity growth

Author keywords

[No Author keywords available]

Indexed keywords


EID: 61649102958     PISSN: None     EISSN: 15452921     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (2)

References (13)
  • 1
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    • Bai, J.1    Lumsdaine, R.L.2    Stock, J.H.3
  • 2
    • 0000300231 scopus 로고
    • "A Transformation t h a t will Circumvent the Problem of Autocorrelation in an Error-Component Model
    • Baltagi, Badi H. and Li, Qi (1991), "A Transformation t h a t will Circumvent the Problem of Autocorrelation in an Error-Component Model," Journal of Econometrics, 48, 385-393.
    • (1991) Journal of Econometrics , vol.48 , pp. 385-393
    • Baltagi, B.H.1    Qi, L.2
  • 3
    • 0032264066 scopus 로고    scopus 로고
    • "Slowdowns and Meltdowns: Postwar Growth Evidence From 74 Countries
    • Ben-David, D., and Papell, D. H. (1998), "Slowdowns and Meltdowns: Postwar Growth Evidence From 74 Countries," Review of Economics and Statistics, 80, 561-571.
    • (1998) Review of Economics and Statistics , vol.80 , pp. 561-571
    • Ben-David, D.1    Papell, D.H.2
  • 4
    • 0002438484 scopus 로고    scopus 로고
    • "Estimating Deterministic Trends in the Presence of Serially Correlated Errors
    • Canjels, E., and Watson, M. W. (1997), "Estimating Deterministic Trends in the Presence of Serially Correlated Errors," Review of Economics and Statistics, 79, 184-200.
    • (1997) Review of Economics and Statistics , vol.79 , pp. 184-200
    • Canjels, E.1    Watson, M.W.2
  • 5
    • 17844408035 scopus 로고    scopus 로고
    • "Testing For Structural Change of a Time Trend Regression in Panel Data: Part I
    • Emerson, J. and Kao, C. (2001), "Testing For Structural Change of a Time Trend Regression in Panel Data: Part I," Journal of Propagations in Probability and Statistics, 2(1), 57-75.
    • (2001) Journal of Propagations in Probability and Statistics , vol.2 , Issue.1 , pp. 57-75
    • Emerson, J.1    Kao, C.2
  • 6
    • 17844408035 scopus 로고    scopus 로고
    • "Testing For Structural Change of a Time Trend Regression in Panel Data: Part II
    • Emerson, J. and Kao, C. (2002), "Testing For Structural Change of a Time Trend Regression in Panel Data: Part II," Journal of Propagations in Probability and Statistics, 2(2), 207-250.
    • (2002) Journal of Propagations in Probability and Statistics , vol.2 , Issue.2 , pp. 207-250
    • Emerson, J.1    Kao, C.2
  • 7
    • 0346703006 scopus 로고    scopus 로고
    • "Spurious Regression and Residual-Based Tests for Cointegration in Panel Data
    • Kao, C. (1999), "Spurious Regression and Residual-Based Tests for Cointegration in Panel Data," Journal of Econometrics, 90, 1-44.
    • (1999) Journal of Econometrics , vol.90 , pp. 1-44
    • Kao, C.1
  • 8
    • 81355164726 scopus 로고    scopus 로고
    • "On the Estimation of a Linear Time Trend Regression with a One-Way Error Component Model in the Presence of Serially Correlated Errors: Part I
    • Kao, C. and Emerson, J. (2004), "On the Estimation of a Linear Time Trend Regression with a One-Way Error Component Model in the Presence of Serially Correlated Errors: Part I," Journal of Probability and Statistical Science, 2(2), 213-243.
    • (2004) Journal of Probability and Statistical Science , vol.2 , Issue.2 , pp. 213-243
    • Kao, C.1    Emerson, J.2
  • 9
    • 81355125268 scopus 로고    scopus 로고
    • "On the Estimation of a Linear Time Trend Regression with a One-Way Error Component Model in the Presence of Serially Correlated Errors: Part II
    • Kao, C. and Emerson, J. (2005), "On the Estimation of a Linear Time Trend Regression with a One-Way Error Component Model in the Presence of Serially Correlated Errors: Part II," Journal of Probability and Statistical Science, 3(1), 59-96.
    • (2005) Journal of Probability and Statistical Science , vol.3 , Issue.1 , pp. 59-96
    • Kao, C.1    Emerson, J.2
  • 10
    • 0000899296 scopus 로고
    • "The Great Crash, the Oil Price Shock and the Unit Root Hypothesis
    • Perron, P. (1989), "The Great Crash, the Oil Price Shock and the Unit Root Hypothesis," Econometrica, 57, 1361-1401.
    • (1989) Econometrica , vol.57 , pp. 1361-1401
    • Perron, P.1
  • 11
    • 0001561726 scopus 로고    scopus 로고
    • "Further Evidence on Breaking Trend Functions in Macroeconomics Variables
    • Perron, P. (1997), "Further Evidence on Breaking Trend Functions in Macroeconomics Variables," Journal of Econometrics, 80, 355-385.
    • (1997) Journal of Econometrics , vol.80 , pp. 355-385
    • Perron, P.1
  • 12
    • 0000092786 scopus 로고
    • "The Penn World Table (Mark 5): An Expanded Set of International Comparisons, 1950-1988
    • Summers, R., and Heston, A. (1991), "The Penn World Table (Mark 5): An Expanded Set of International Comparisons, 1950-1988," Quarterly Journal of Economics, 106,327-368.
    • (1991) Quarterly Journal of Economics , vol.106 , pp. 327-368
    • Summers, R.1    Heston, A.2
  • 13
    • 0031316311 scopus 로고    scopus 로고
    • "Wald-Type Tests for Detecting Breaks in the Trend Function of a Dynamic Time Series
    • Vogelsang, T. J. (1997), "Wald-Type Tests for Detecting Breaks in the Trend Function of a Dynamic Time Series," Econometric Theory, 13, 818-849.
    • (1997) Econometric Theory , vol.13 , pp. 818-849
    • Vogelsang, T.J.1


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