Month: July 2018

The Effects of Structural Breaks on GMM models

[markdown] While structural breaks are a widely examined topic in pure time series, their impacts on panel data models have garnished less attention. However, in their forthcoming paper [Chowdhury and Russell (2018)]( demonstrate that [structural breaks]( can cause bias in the instrumental variable panel estimation framework. This work highlights that structural breaks shouldn’t be limited to pure time series models and warrant equal attention in panel data models. [/markdown]
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