Structural changes, common stochastic trends and unit roots in panel data

By Jushan Bai, Josep Lluís Carrion‐i‐Silvestre. 2004

297 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/0f8a0bbce51346ca2f8298182ac984e259a03267

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In Economics and Econometrics

Citations in the corpus

Reducing CO2 emissions in the EU member states: Do environmental taxes work? (2018, methodology): “For this reason, stationarity of the series was examined via the Bai and Carrion-i-Silvestre (2009) test, which is a second generation test that takes cross-sectional dependence and structural breaks into consideration.”
Renewable Energy Use and Ecological Footprints Mitigation: Evidence from Selected South Asian Economies (2021, methodology): “Among these, the Banerjee and Carrion-i-Silvestre [79] panel cointegration estimator is the latest method of ascertaining the cointegrating properties by controlling for CSD, slope heterogeneity, and structural breaks in the dataset.”
A Simple Panel Unit‐Root Test with Smooth Breaks in the Presence of a Multifactor Error Structure (2016, unknown): “Bai and Carrion-i-Silvestre (2009) propose a modified Sargan–Bhargava (1983, MSB) test in the panel setting.”
Oil prices and stock market in China: A sector analysis using panel cointegration with multiple breaks (2012, methodology): “In our empirical analysis, the Carrion-i-Silvestre et al. (2005) test is adopted as a panel stationarity test with cross-sectional dependence and structural breaks.”
GLS-based unit root tests with multiple structural breaks both under the null and the alternative hypotheses (2007, unknown): “Finally, Bai and Carrion-i-Silvestre (2004) consider the square of the modified Sargan-Bhargava statistic to the presence of multiple structural breaks that might affect either the level and/or the slope of the time trend.”