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Testing for Structural Change in Panel Data: Application to a Study of U.S. Foreign Trade in Manufacturing Goods

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Author Info
Han, Aaron K
Park, Daekeun
Abstract

A multivariate cusum test, along with extensions for partitioned parameters, serial correlation, and error components, is developed for panel data analysis. These techniques are then applied to a study of U.S. foreign trade in manufacturing goods examining changes in the determinants, i.e., the relationships between the factor contents and the net exports. Copyright 1989 by MIT Press.

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Publisher Info
Article provided by MIT Press in its journal Review of Economics & Statistics.

Volume (Year): 71 (1989)
Issue (Month): 1 (February)
Pages: 135-42
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Handle: RePEc:tpr:restat:v:71:y:1989:i:1:p:135-42

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  1. Felix Chan & Tommaso Mancini-Griffoli & Laurent L. Pauwels, 2006. "Stability tests for heterogeneous panel data," PSE Working Papers 2006-49, PSE (Ecole normale supérieure). [Downloadable!]
    Other versions:
  2. Jamie Emerson & Chihwa Kao, 2000. "Testing for Structural Change of a Time Trend Regression in Panel Data," Center for Policy Research Working Papers 15, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]
  3. John Schroeter & Aju Fenn, 2005. "Structural change in cigarette demand: cusum tests using panel data," Economics Bulletin, Economics Bulletin, vol. 9(8), pages 1-11. [Downloadable!]
    Other versions:
  4. Chihwa Kao & Lorenzo Trapani & Giovanni Urga, 2007. "Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trend," Center for Policy Research Working Papers 92, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]
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