Stationarity testing of the time series variables in the presence of multiple SB using the Minimum Lagrange Multiplier Unit Root Test. In tables SB(1) and SB(2) represent the year of the first and sec
This article proposes a novel algorithm to identify potentially multiple breaks in linear panel data models, while the slope coefficients can have individual heterogeneity and the cross-sectional dime
We establish central limit theorems for principal eigenvalues and eigenvectors under divergent spiked covariance models, and develop three two-sample tests for testing (1) the equality of principal ei
We provide data and code to replicate the results presented in "A Hodrick-Prescott Filter with automatically selected breaks" (Maranzano & Pelagatti, 2025). The subfolders allow replicating the follow
