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- W3210139419 abstract "The recent events that have plagued the global economy, such as the 2008 financial crisis or the 2020 COVID-19 outbreak, hint to multiple structural breaks in economic relationships. I present xtbreak, which implements the estimation of single and multiple break points and testing for structural breaks in time series and panel data. The estimation and the tests follow the methodologies developed in Andrews (1993, Econometrica), Bai and Perron (1998, Econometrica), and Ditzen, Karavias, and Westerlund (2021). For both time-series and panel-data regressions, five tools are provided: (i) a test of no structural change against the alternative of a specific number of changes, (ii) a test of the null hypothesis of no structural change against the alternative of an unknown number of structural changes, (iii) a test of the null of s changes against the alternative of s-1 changes, (iv) consistent break date estimators, and (v) asymptotically valid confidence intervals for the break dates." @default.
- W3210139419 created "2021-11-08" @default.
- W3210139419 creator A5073094131 @default.
- W3210139419 date "2021-01-01" @default.
- W3210139419 modified "2023-09-27" @default.
- W3210139419 title "xtbreak: Estimation and tests for structural breaks in time series and panel data" @default.
- W3210139419 hasPublicationYear "2021" @default.
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