Testing for Shifts in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances
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- Badi H. Baltagi & Chihwa Kao & Long Liu, 2020. "Testing for shifts in a time trend panel data model with serially correlated error component disturbances," Econometric Reviews, Taylor & Francis Journals, vol. 39(8), pages 745-762, September.
References listed on IDEAS
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- Badi H. Baltagi & Chihwa Kao & Long Liu, 2014.
"Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances,"
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- Badi H. Baltagi & Chihwa Kao & Long Liu, 2015. "Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances," Working Papers 0190eco, College of Business, University of Texas at San Antonio.
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"Testing for Shifts in Trend With an Integrated or Stationary Noise Component,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 27(3), pages 369-396.
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- Pierre Perron & Tomoyoshi Yabu, 2007. "Testing for Shifts in Trend with an Integrated or Stationary Noise Component," Boston University - Department of Economics - Working Papers Series WP2007-025, Boston University - Department of Economics.
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Cited by:
- Qi Li & Vasilis Sarafidis & Joakim Westerlund, 2021. "Essays in honor of Professor Badi H Baltagi," Empirical Economics, Springer, vol. 60(1), pages 1-11, January.
- Chihwa Kao & Long Liu & Rui Sun, 2021. "A bias-corrected fixed effects estimator in the dynamic panel data model," Empirical Economics, Springer, vol. 60(1), pages 205-225, January.
- Li, Qi & Sarafidis, Vasilis & Westerlund, Joakim, 2020. "Essays in Honor of Professor Badi H Baltagi: Editorial," MPRA Paper 104751, University Library of Munich, Germany.
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More about this item
Keywords
Non-Stationary Panels; Time Trends; Serial Correlation; Wald Type Tests;All these keywords.
JEL classification:
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2019-03-04 (Econometrics)
- NEP-ETS-2019-03-04 (Econometric Time Series)
- NEP-ORE-2019-03-04 (Operations Research)
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