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Detection of Structural Change in Panel Model

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Abstract:

Detection and estimation of structural change at unknown dates in panel model was investigated. The structural change can be consistently estimated and asymptotic distribution was derived. Monte Carlo simulations were presented to access the theoretical result numerically.

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Periodical:

Applied Mechanics and Materials (Volumes 263-266)

Pages:

506-509

DOI:

https://doi.org/10.4028/www.scientific.net/AMM.263-266.506

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Online since:

December 2012

Authors:

Xiao Gang Wang

Keywords:

Consistency, Panel Data Model, Random Effects, Structural Change

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© 2013 Trans Tech Publications Ltd. All Rights Reserved

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