Structural changes, common stochastic trends, and unit roots in panel data

Review of Economic Studies

Volumn 76, Issue 2, 2009, Pages 471-501

  Bai, Jushan ^a   Carrion i silvestre, Josep Lluís ^b  

^a NEW YORK UNIVERSITY   (United States)

^b UNIVERSITY OF BARCELONA   (Spain)

Author keywords

[No Author keywords available]

Indexed keywords

METHODOLOGY; PANEL DATA; PERFORMANCE ASSESSMENT; STOCHASTICITY; STRUCTURAL CHANGE; TIME SERIES ANALYSIS; TREND ANALYSIS;

EID: 64149114759     PISSN: 00346527     EISSN: 1467937X     Source Type: Journal    
DOI: 10.1111/j.1467-937X.2008.00530.x     Document Type: Article

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