Stability tests for heterogeneous panel data [electronic resource] / Felix Chan, Tommaso Mancini-Gri...
Stability tests for heterogeneous panel data [electronic resource] / Felix Chan, Tommaso Mancini-Griffoli and Laurent L. Pauwels.
About this item
Full title
Author / Creator
Publisher
[Hong Kong] : Hong Kong Institute for Monetary Research, 2008.
Date
2008.
Record Identifier
MMS ID
Language
English
Formats
Publication information
Publisher
[Hong Kong] : Hong Kong Institute for Monetary Research, 2008.
Series
Date Published
2008.
Subjects
More information
Scope and Contents
Summary
This paper proposes a new test for structural stability in panels by extending the testing procedure proposed in the seminal work of Andrews (2003) originally developed for time series. The test is robust to non-normal, heteroskedastic and serially correlated errors, and, importantly, allows for the number of post break observations to be small. M...
Alternative Titles
Full title
Stability tests for heterogeneous panel data [electronic resource] / Felix Chan, Tommaso Mancini-Griffoli and Laurent L. Pauwels.
Authors, Artists and Contributors
Author / Creator
Notes
General note
HKIMR working paper ; no. 09/2008.
[Working paper series / Curtin University of Technology, School of Economics and Finance, 1035-9450 ; 06.12]
Title from title screen (viewed on October 21, 2010).
"May 2008".
Includes bibliographical references (p. 20-21)
System details note
Mode of access: Internet via the World Wide Web. Available at: http://pandora.nla.gov.au/tep/54442.
System requirements: Adobe Acrobat reader to read pdf file.
Contextual Information
Other version (online)
Identifiers
Primary Identifiers
Record Identifier
74VM0Ad00qwd
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/74VM0Ad00qwd
Other Identifiers
DDC
330.015195
MMS ID
991001823069702626
