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- W108448002 abstract "In this paper we suggest panel data unit root tests which allow for a potential structural break in the individual e¤ects and/or the trends of each series of the panel, assuming that the time-dimension of the panel, T , is ...xed. The proposed test statistics consider for the case that the break point is known and for the case that it is unknown. Monte Carlo evidence suggests that they have size which is very close to the nominal ...ve percent level and power which is analogues to that of Harris and Tzavalis (1999) test statistics, which do not allow for a structural break. JEL classi...cation : C22, C23" @default.
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- W108448002 date "2002-01-01" @default.
- W108448002 modified "2023-09-26" @default.
- W108448002 title "Structural Breaks and Unit Root Tests for Short Panels" @default.
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