Panel Data Stationarity Test With Structural Breaks

▤ Summary

The panel data stationarity test with structural breaks is implemented by the procedure in the GAUSS Carrionlib library. The first step to implementing the panel date stationarity test with structural breaks in GAUSS is to load the library. • We reject the null hypothesis of stationarity at The test statistic for our panel, assuming homogeneous variances: • Is equal to 10.711 with a p-value of 0.0009. These results tell us that regardless of whether we assume heterogeneous or homogenous variances, we can reject the null hypothesis of stationarity for the panel. After today, you should have a stronger understanding of how to implement the panel data stationarity test with structural breaks in GAUSS and how to interpret the results.

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