Testing structural stability in heterogeneous panel data

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...

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Bibliographic Details
Main Authors: Chan, Felix, Mancini-Griffoli, T., Pauwels, L.
Other Authors: Les Oxley
Format: Conference Paper
Published: Modelling & Simulation Society of Australia & New Zealand Inc. 2007
Online Access:http://www.mssanz.org.au/MODSIM07/papers/16_s9/TestingStructura_s9_Chan_.pdf
http://hdl.handle.net/20.500.11937/21297

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