Testing for a Structural Break in Dynamic Panel Data Models with Common Factors

journal contribution

posted on 2022-11-09, 01:28 authored by Huanjun Zhu, Vasilis Sarafidis, Mervyn Silvapulle, Jiti Gao

This paper develops a method for testing for the presence of a single structural

History

Classification-JEL

C11, C15, C18

Creation date

2015-09-01

Working Paper Series Number

20/15

Length

31

File-Format

application/pdf

Handle

RePEc:msh:ebswps:2015-20

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Keywords

Method of moments unobserved heterogeneity break-point detection fixed T asymptotics

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