scholarly journals Structural changes in heterogeneous panels with endogenous regressors

2019 ◽  
Vol 34 (6) ◽  
pp. 883-892 ◽  
Author(s):  
Badi H. Baltagi ◽  
Qu Feng ◽  
Chihwa Kao



2015 ◽  
Vol 30 (1) ◽  
pp. 119-144 ◽  
Author(s):  
Pierre Perron ◽  
Yohei Yamamoto


2013 ◽  
Vol 30 (2) ◽  
pp. 491-507 ◽  
Author(s):  
Pierre Perron ◽  
Yohei Yamamoto

This note provides a simple proof for the problem of estimating and testing for multiple breaks in a single equation framework with regressors that are endogenous. We show based on standard assumptions about the regressors, instruments, and errors that the second-stage regression of the instrumental variable procedure involves regressors and errors that satisfy all the assumptions in Perron and Qu (2006, Journal of Econometrics 134, 373–399) so that the results about consistency, rate of convergence and limit distributions of the estimates of the break dates, in addition to the limit distributions of the tests, are obtained as simple consequences. The results are obtained within a unified framework for various cases about the nature of the reduced form: stable, no structural changes but time variations in the parameters, structural changes at dates that are common to those of the structural form, and structural changes occurring at arbitrary dates.



2012 ◽  
Vol 170 (2) ◽  
pp. 281-302 ◽  
Author(s):  
Alastair R. Hall ◽  
Sanggohn Han ◽  
Otilia Boldea


Author(s):  
Alessandro Casini ◽  
Pierre Perron

This article covers methodological issues related to estimation, testing, and computation for models involving structural changes. Our aim is to review developments as they relate to econometric applications based on linear models. Substantial advances have been made to cover models at a level of generality that allow a host of interesting practical applications. These include models with general stationary regressors and errors that can exhibit temporal dependence and heteroskedasticity, models with trending variables and possible unit roots and cointegrated models, among others. Advances have been made pertaining to computational aspects of constructing estimates, their limit distributions, tests for structural changes, and methods to determine the number of changes present. A variety of topics are covered including recent developments: testing for common breaks, models with endogenous regressors (emphasizing that simply using least-squares is preferable over instrumental variables methods), quantile regressions, methods based on Lasso, panel data models, testing for changes in forecast accuracy, factors models, and methods of inference based on a continuous records asymptotic framework. Our focus is on the so-called off-line methods whereby one wants to retrospectively test for breaks in a given sample of data and form confidence intervals about the break dates. The aim is to provide the readers with an overview of methods that are of direct use in practice as opposed to issues mostly of theoretical interest.



Author(s):  
S. Phyllis Steamer ◽  
Rosemarie L. Devine

The importance of radiation damage to the skin and its vasculature was recognized by the early radiologists. In more recent studies, vascular effects were shown to involve the endothelium as well as the surrounding connective tissue. Microvascular changes in the mouse pinna were studied in vivo and recorded photographically over a period of 12-18 months. Radiation treatment at 110 days of age was total body exposure to either 240 rad fission neutrons or 855 rad 60Co gamma rays. After in vivo observations in control and irradiated mice, animals were sacrificed for examination of changes in vascular fine structure. Vessels were selected from regions of specific interest that had been identified on photomicrographs. Prominent ultrastructural changes can be attributed to aging as well as to radiation treatment. Of principal concern were determinations of ultrastructural changes associated with venous dilatations, segmental arterial stenosis and tortuosities of both veins and arteries, effects that had been identified on the basis of light microscopic observations. Tortuosities and irregularly dilated vein segments were related to both aging and radiation changes but arterial stenosis was observed only in irradiated animals.



Author(s):  
W. Kunath ◽  
E. Zeitler ◽  
M. Kessel

The features of digital recording of a continuous series (movie) of singleelectron TV frames are reported. The technique is used to investigate structural changes in negatively stained glutamine synthetase molecules (GS) during electron irradiation and, as an ultimate goal, to look for the molecules' “undamaged” structure, say, after a 1 e/Å2 dose.The TV frame of fig. la shows an image of 5 glutamine synthetase molecules exposed to 1/150 e/Å2. Every single electron is recorded as a unit signal in a 256 ×256 field. The extremely low exposure of a single TV frame as dictated by the single-electron recording device including the electron microscope requires accumulation of 150 TV frames into one frame (fig. lb) thus achieving a reasonable compromise between the conflicting aspects of exposure time per frame of 3 sec. vs. object drift of less than 1 Å, and exposure per frame of 1 e/Å2 vs. rate of structural damage.



Author(s):  
K. Kovacs ◽  
E. Horvath ◽  
J. M. Bilbao ◽  
F. A. Laszlo ◽  
I. Domokos

Electrolytic lesions of the pituitary stalk in rats interrupt adenohypophysial blood flow and result in massive infarction of the anterior lobe. In order to obtain a deeper insight into the morphogenesis of tissue injury and to reveal the sequence of events, a fine structural investigation was undertaken on adenohypophyses of rats at various intervals following destruction of the pituitary stalk.The pituitary stalk was destroyed electrolytically, with a Horsley-Clarke apparatus on 27 male rats of the R-Amsterdam strain, weighing 180-200 g. Thirty minutes, 1,2,4,6 and 24 hours after surgery the animals were perfused with a glutaraldehyde-formalin solution. The skulls were then opened and the pituitary glands removed. The anterior lobes were fixed in glutaraldehyde-formalin solution, postfixed in osmium tetroxide and embedded in Durcupan. Ultrathin sections were stained with uranyl acetate and lead citrate and investigated with a Philips 300 electron microscope.



Author(s):  
P.L. Moore ◽  
P.L. Sannes ◽  
H.L. Bank ◽  
S.S. Spicer

It is thought that calcium and/or magnesium may play important roles in polymorphonuclear (PMN) leukocyte functions such as chemotaxis, adhesion and phagocytosis. Yet, a clear understanding of the biological roles of these ions has awaited the development of techniques which permit a selective alteration of intracellular ion concentrations. Recently, treatment of cells with the ionophore A23187 has been used to alter intracellular divalent cation concentrations. This ionophore is a lipid soluble antibiotic produced by Streptomyces chartreusensis that complexes with both calcium and magnesium (3) and is believed to carry these ions across biological membranes (4). Biochemical investigations of human PMN leukocytes demonstrate that cells treated with A23187 and extracellular calcium release their lysosomal enzymes into the extracellular medium without rupturing and releasing their soluble cytoplasmic enzymes (5,6). The aim of the present study and and a companion report (7) was to investigate the structural changes that occur in leukocytes during ionophore-induced lysosomal enzyme release.



Author(s):  
Werner J. Niklowitz

After intoxication of rabbits with certain substances such as convulsant agents (3-acetylpyridine), centrally acting drugs (reserpine), or toxic metal compounds (tetraethyl lead) a significant observation by phase microscope is the loss of contrast of the hippocampal mossy fiber layer. It has been suggested that this alteration, as well as changes seen with the electron microscope in the hippocampal mossy fiber boutons, may be related to a loss of neurotransmitters. The purpose of these experiments was to apply the OsO4-zinc-iodide staining technique to the study of these structural changes since it has been suggested that OsO4-zinc-iodide stain reacts with neurotransmitters (acetylcholine, catecholamines).Domestic New Zealand rabbits (2.5 to 3 kg) were used. Hippocampal tissue was removed from normal and experimental animals treated with 3-acetylpyridine (antimetabolite of nicotinamide), reserpine (anti- hypertensive/tranquilizer), or iproniazid (antidepressant/monamine oxidase inhibitor). After fixation in glutaraldehyde hippocampal tissue was treated with OsO4-zinc-iodide stain and further processed for phase and electron microscope studies.



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