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

Computational Statistics and Data Analysis

Volumn 76, Issue , 2014, Pages 391-407

  Karavias, Yiannis ^a   Tzavalis, Elias ^a  

^a ATHENS UNIVERSITY OF ECONOMICS AND BUSINESS   (Greece)

Author keywords

Bootstrap; Panel data models; Sequential tests; Structural breaks; Trade openness; Unit roots

Indexed keywords

COMMERCE; DEVELOPING COUNTRIES; MODELS; STATISTICAL TESTS;

BOOTSTRAP; PANEL DATA MODELS; SEQUENTIAL TESTS; STRUCTURAL BREAK; TRADE OPENNESS; UNIT ROOT;

TESTING;

EID: 84901607414     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2012.10.014     Document Type: Article

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