Unit roots and structural breaks in panels: Does the model specification matter?

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Unit roots and structural breaks in panels: Does the model specification matter?

Although the impacts of structural instability on testing for unit root have been studied extensively for univariate time series, such impacts on panel data unit root tests are still relatively unknown. A major issue is the choice of model in accommodating different types of break (instability) prio...

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Bibliographic Details
Main Authors:	Chan, Felix, Pauwels, L.L.
Format:	Conference Paper
Published:	2009
Online Access:	http://hdl.handle.net/20.500.11937/82026

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