Breaking the panels: An application to the GDP per capita

DOI10.1111/j.1368-423X.2005.00158.xzbMath1073.62114OpenAlexW2026352027MaRDI QIDQ5703224

Enrique López-Bazo, Tomás del Barrio Castro, Josep Lluís Carrion-i-Silvestre

Publication date: 8 November 2005

Published in: The Econometrics Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1368-423x.2005.00158.x

zbMATH Keywords

multiple structural changespanel datastationarity testGross domestic product

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Economic time series analysis (91B84)

Related Items (13)

Testing for unit roots in short panels allowing for a structural break ⋮ An evaluation of some methods used for determination of homogenous structural break point in mean of panel data ⋮ The Balassa-Samuelson hypothesis in the developed and developing countries revisited ⋮ Nonparametric panel stationarity testing with an application to crude oil production ⋮ Detection of structural breaks in linear dynamic panel data models ⋮ Fiscal episodes and market power ⋮ FDI inflows, economic growth, and governance quality trilogy in developing countries: A panel VAR analysis ⋮ Testing economic convergence in non-stationary panel ⋮ TESTING FOR STATIONARITY IN HETEROGENEOUS PANEL DATA IN THE CASE OF MODEL MISSPECIFICATION ⋮ Model specification in panel data unit root tests with an unknown break ⋮ Mean reversion in G-7 stock prices: Further evidence from a panel stationary test with multiple structural breaks ⋮ PPP in OECD countries: an analysis of real exchange rate stationarity, cross-sectional dependency and structural breaks ⋮ Local power of panel unit root tests allowing for structural breaks

Cites Work

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• Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
• Exploiting cross-section variation for unit root inference in dynamic data
• Unit root tests in panel data: asymptotic and finite-sample properties
• Testing for stationarity in heterogeneous panel data
• Testing for the Presence of a Random Walk in Series with Structural Breaks
• FURTHER COMMENTS ON STATIONARITY TESTS IN SERIES WITH STRUCTURAL BREAKS AT UNKNOWN POINTS
• A NOTE ON BUSETTI-HARVEY TESTS FOR STATIONARITY IN SERIES WITH STRUCTURAL BREAKS
• Linear Regression Limit Theory for Nonstationary Panel Data
• THE LIMITING PROPERTIES OF THE CANOVA AND HANSEN TEST UNDER LOCAL ALTERNATIVES

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