Breaking the panels: An application to the GDP per capita

JOSEP LLUIS CARRION-I-SILVESTRE; TOMAS DEL BARRIO-CASTRO; ENRIQUE LOPEZ-BAZO

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Breaking the panels: An application to the GDP per capita

机译：打破界限：人均GDP的应用

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摘要

This paper proposes a test statistic for the null hypothesis of panel stationarity that allows for the presence of multiple structural breaks. Two different specifications are considered depending on the structural breaks affecting the individual effects and/or the time trend. The model is flexible enough to allow the number of breaks and their position to differ across individuals. The test is shown to have a standard normal limit distribution with a good finite sample performance. It is applied to typical panel data of real per capita GDP in a set of OECD countries.

机译：本文针对面板平稳性的零假设提出了一个检验统计量，该检验统计量允许存在多个结构性断裂。根据影响个体效应和/或时间趋势的结构断裂，考虑两种不同的规格。该模型足够灵活，可以让休息的次数及其位置因人而异。该测试显示具有标准的正态极限分布，并具有良好的有限样品性能。将其应用于一组经合组织国家中典型的实际人均GDP面板数据。

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来源
《The econometrics journal》 |2005年第2期|p.159-175|共17页
作者
JOSEP LLUIS CARRION-I-SILVESTRE; TOMAS DEL BARRIO-CASTRO; ENRIQUE LOPEZ-BAZO;
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作者单位

AQR Research Group, Department of Econometrics, Statistics and Spanish Economy, University of Barcelona, Spain;

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原文格式 PDF
正文语种 eng
中图分类 f;
关键词
multiple structural changes; panel data; stationarity test; GDP per capita;

机译：多重结构变化;面板数据;平稳性检验;人均GDP;

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7. Breaking the panels: An application to the GDP per capita [O] . Josep Llu�s Carrion-i-Silvestre, Tom�s del Barrio-Castro, Enrique L�pez-Bazo 2005

机译：打破界限：人均GDP的应用

Breaking the panels: An application to the GDP per capita

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