Testing structural stability in heterogeneous panel data
This paper introduces a new test for structural instability among only some individuals at the end of a sample in a panel regression model. Most tests for structural breaks in the literature are appropriate when the break is relatively long lasting and happens in the middle of a sample. The distribu...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Conference Paper |
| Published: |
Modelling & Simulation Society of Australia & New Zealand Inc.
2007
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| Online Access: | http://www.mssanz.org.au/MODSIM07/papers/16_s9/TestingStructura_s9_Chan_.pdf http://hdl.handle.net/20.500.11937/21297 |