Detection of structural breaks in linear dynamic panel data models

Computational Statistics and Data Analysis

Volumn 56, Issue 11, 2012, Pages 3020-3034

  De Wachter, Stefan ^a   Tzavalis, Elias ^b  

^a UNIVERSITY OF OXFORD   (United Kingdom)

^b ATHENS UNIVERSITY OF ECONOMICS AND BUSINESS   (Greece)

Author keywords

Break detection; Panel data; Structural breaks

Indexed keywords

ASIAN COMPANIES; BREAK DETECTION; DATA SETS; FIXED EFFECTS; INVESTMENT DECISIONS; LINEAR DYNAMICS; MONTE CARLO SIMULATION; PANEL DATA; PANEL DATA MODELS; SLOPE PARAMETER; STRUCTURAL BREAK; TESTING PROCEDURE;

INVESTMENTS; MONTE CARLO METHODS; MOTION PICTURE EDITING MACHINES;

MODELS;

EID: 84861998851     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2012.02.025     Document Type: Article

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