Structural breaks in panel data: COVID-19 pandemic in Russian regions

Rogneda Vasilyeva, Anton Skrobotov and Aleksei Tsarev
Additional contact information
Rogneda Vasilyeva: RANEPA, Moscow, Russian Federation
Anton Skrobotov: HSE University, RANEPA, Moscow; Russian Federation
Aleksei Tsarev: RANEPA, Moscow, Russian Federation

Applied Econometrics, 2025, vol. 80, 117-142

Abstract: This paper discusses contemporary methods of testing for structural breaks in panel data. We discuss the approaches for single and multiple breaks testing in cross-sectionally correlated panels. For empirical application, we use weekly data for the COVID-19 pandemic in Russian regions. We identify several structural breaks over the period and add them to the econometric model. The results show a significant difference compared to the model that ignores structural breaks, underscoring the importance of accounting for these breaks when analyzing Russian regional data.

Keywords: structural breaks; models with changing regimes; Russian regions; panel data; COVID-19 pandemic. (search for similar items in EconPapers)
JEL-codes: C12 C22 (search for similar items in EconPapers)
Date: 2025
References: Add references at CitEc
Citations:

Downloads: (external link)
http://pe.cemi.rssi.ru/pe_2025_80_117-142.pdf

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ris:apltrx:021849

Access Statistics for this article

Applied Econometrics is currently edited by Anatoly Peresetsky

More articles in Applied Econometrics from Russian Presidential Academy of National Economy and Public Administration (RANEPA)
Bibliographic data for series maintained by Anatoly Peresetsky ().