Panel data with structural breaks

[George Ekonomou]

Hello,

Happy New Year with Health and Prosperity!!

My name is George and I have been practicing panel data in terms of energy growth nexus discussion and tourism growth nexus discussion
I use a balanced database concerning Eurozone economic space (all member states)
N=19
T= 23 (1996-2019)

I would be more than thankful if anyone can help me find commands

• for cusum tests and chow test for panel data
• for performing the causality mean group method, Fourier Toda-Yamamoto (Durusu-Ciftci et al., 2020),
• for Panel data cointegration with structural breaks Westerlund, J. and Edgerton, D.L. (2008). Simple Tests for Cointegration in Dependent Panels with Structural Breaks. Oxford Bulletin of Economics and Statistics 70, 665-704.

I have already run
xtwest dep variable independent variables, constant trend lags(0 1) leads(0 1) lrwindow(3) bootstrap(100),
but I need an alternative that accommodates structural breaks (preferably unknown numbers of breaks)

The last two bullets are of high importance
HAVE A NICE WEEK AHEAD!
Thank you in advance!!

Best regards,
George

[Sumaila Iddrisu]

Hi George, were you able to figure out the commands for Westerlund, J. and Edgerton, D.L. (2008). test. If you did, do you mind sharing. Thanks