面板数据中结构变化的检验:应用于美国制成品对外贸易研究

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

Review of Economics and Statistics · 1989
被引 34
人大 AABS 4

中文导读

开发了面板数据的多元累积和检验,并扩展至分区参数、序列相关和误差成分,应用于美国制成品贸易中要素含量与净出口关系的变化分析。

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.

面板数据结构变化检验累积和检验美国制造业贸易