test for break point in panel data

Questions and discussions on Time Series Analysis
prakash
Posts: 6
Joined: Tue Sep 02, 2008 7:09 am

test for break point in panel data

Unread post by prakash »

Hi all, as the LM test, not only test the unit root in time series but give break dates also, on the similar basis is it possible to find multiple break points/dates in the panel data series.


Thanks
Prakash Singh
Senior research Analyst
Institute of Economic Growth
New Delhi, India
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