Stability of Long-Run Growth in East Asian Countries: New Evidence from Panel Stationarity Test with Structural Breaks

By Ranjbar Omid, Li Xiao-Lin, Chang Tsangyao, and Lee Chien-Chiang
Journal of International Trade & Economic Development (2014)

  • Omid Ranjbar

    Economic Expert

    Iran, Islamic Republic of

Created

April 22, 2014

Last update

September 16, 2014

Software

Gauss

Ranking

73

Visits

3560

Downloads

427

Description

This is GAUSS code and related dataset for East Asian countries. I wrote it for paper entitled: Stability of long-run Growth in East Asian Countries: Evidence from Panel Stationary Test with Structural Breaks. It runs Hadri and Rao (2008) panel stationary test that allows for (a) heterogeneity in form and date potential structural breaks in trend function, (b) the presence of cross-sectional dependence among members of the panel through bootstrap methods and (c) the presence of serially correlated errors. The code is based on Hadri and Rao (2008) and Carrion-i-Sivestre GAUSS codes.

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