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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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  • 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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  • Han, Aaron K & Park, Daekeun, 1989. "Testing for Structural Change in Panel Data: Application to a Study of U.S. Foreign Trade in Manufacturing Goods," The Review of Economics and Statistics, MIT Press, vol. 71(1), pages 135-142, February.
  • Handle: RePEc:tpr:restat:v:71:y:1989:i:1:p:135-42
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    1. Ransom, Michael R, 1987. "The Labor Supply of Married Men: A Switching Regressions Model," Journal of Labor Economics, University of Chicago Press, vol. 5(1), pages 63-75, January.
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    11. Hausman, Jerry A., 1980. "The effect of wages, taxes, and fixed costs on women's labor force participation," Journal of Public Economics, Elsevier, pages 161-194.
    12. Hausman, Jerry A., 1979. "The econometrics of labor supply on convex budget sets," Economics Letters, Elsevier, vol. 3(2), pages 171-174.
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    Cited by:

    1. Huang, Chao-Hsi & Lin, Kenneth S., 1993. "Deficits, government expenditures, and tax smoothing in the United States: 1929-1988," Journal of Monetary Economics, Elsevier, vol. 31(3), pages 317-339, June.
    2. James Kroes & Ravi Subramanian & Ramanath Subramanyam, 2012. "Operational Compliance Levers, Environmental Performance, and Firm Performance Under Cap and Trade Regulation," Manufacturing & Service Operations Management, INFORMS, pages 186-201.
    3. John Schroeter & Aju Fenn, 2005. "Structural change in cigarette demand: cusum tests using panel data," Economics Bulletin, AccessEcon, vol. 9(8), pages 1-11.
    4. Teisl, Mario F. & Roe, Brian & Hicks, Robert L., 2002. "Can Eco-Labels Tune a Market? Evidence from Dolphin-Safe Labeling," Journal of Environmental Economics and Management, Elsevier, vol. 43(3), pages 339-359, May.
    5. repec:ebl:ecbull:v:9:y:2005:i:8:p:1-11 is not listed on IDEAS
    6. Aparna Sengupta, 2017. "Testing for a Structural Break in a Spatial Panel Model," Econometrics, MDPI, Open Access Journal, vol. 5(1), pages 1-17, March.
    7. Felix Chan Tommaso Mancini-Griffoli Laurent L. Pauwels, 2006. "Stability Tests for Heterogeneous Panel Data," IHEID Working Papers 24-2006, Economics Section, The Graduate Institute of International Studies, revised Dec 2006.
    8. Pauwels Laurent L. & Chan Felix & Mancini Griffoli Tommaso, 2012. "Testing for Structural Change in Heterogeneous Panels with an Application to the Euro's Trade Effect," Journal of Time Series Econometrics, De Gruyter, pages 1-35.
    9. Chihwa Kao & Lorenzo Trapani & Giovanni Urga, 2007. "Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trends," Working Papers 0708, Department of Economics and Technology Management, University of Bergamo.
    10. Chandan Sharma & Sanjay Sehgal, 2010. "Impact of infrastructure on output, productivity and efficiency: Evidence from the Indian manufacturing industry," Indian Growth and Development Review, Emerald Group Publishing, vol. 3(2), pages 100-121, September.
    11. Ronald Felthoven & William Horrace & Kurt Schnier, 2009. "Estimating heterogeneous capacity and capacity utilization in a multi-species fishery," Journal of Productivity Analysis, Springer, pages 173-189.
    12. 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.
    13. Baltagi, Badi H. & Hidalgo, Javier & Li, Qi, 1996. "A nonparametric test for poolability using panel data," Journal of Econometrics, Elsevier, vol. 75(2), pages 345-367, December.

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