Stability Tests for Heterogeneous Panel Data
Bibliographic Data
| ID | 19079366 |
|---|---|
| Authors | Felix Chan (0000-0003-3045-7178, corresponding author), Tommaso Mancini-Griffoli, Laurent L Pauwels (0000-0002-7144-0340) |
| Year | 2008 |
| Publication date | 2008-01-01 |
| Peer Reviewed | Yes |
| Open Access | Yes |
| Type | ARTICLE |
| Venue | SSRN Electronic Journal (REPOSITORY) |
| Journal identifiers | ISSN: 1556-5068 • E-ISSN: 1556-5068 |
| Publisher | RELX Group (Netherlands) (PUBLISHER • NL) |
| DOI | 10.2139/ssrn.1160935 |
| OpenAlex | W2134536946 |
| Language | EN |
| References cited | 20 |
Econometrics · Machine learning · Panel data · Computer Science · Fiscal Policies and Political Economy · Global Financial Crisis and Policies · Mathematics · Monetary Policy and Economic Impact
Estimating and Testing Linear Models with Multiple Structural Changes
Unit root tests for panel data
Tests for Parameter Instability and Structural Change With Unknown Change Point
Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
Determining the Number of Factors in Approximate Factor Models
One money, one market
Tests of Equality Between Sets of Coefficients in Two Linear Regressions
Testing for unit roots in heterogeneous panels
Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
Testing for Structural Change in Panel Data
| Citation velocity | historical |
|---|---|
| Highly cited | No |