A Fluctuation Test for Structural Change Detection in Heterogeneous Panel Data Models

Structural change in panel data is a widespread phenomena. This paper proposes a fluctuation test to detect a structural change at an unknown date in heterogeneous panel data models with or without common correlated effects. The asymptotic properties of the fluctuation statistics in two cases are developed under the null and local alternative hypothesis. Furthermore, the consistency of the change point estimator is proven. Monte Carlo simulation shows that the fluctuation test can control the probability of type I error in most cases, and the empirical power is high in case of small and moderate sample sizes. An application of the procedure to a real data is presented.

Spatio-temporal Changes and Associated Uncertainties of CENTURYmodelled SOC for Chinese Upland Soils, 1980-2010

Detailed information on the spatio-temporal changes of cropland soil organic carbon(SOC) can significantly contribute to the improvement of soil fertility and mitigate climate change. Nonetheless, information and knowledge on the national scale spatio-temporal changes and the corresponding uncertainties of SOC in Chinese upland soils remain limited. The CENTURY model was used to estimate the SOC storages and their changes in Chinese uplands from 1980 to 2010. With the Monte Carlo method, the uncertainties of CENTURY-modelled SOC dynamics associated with the spatial heterogeneous model inputs were quantified. Results revealed that the SOC storage in Chinese uplands increased from 3.03(1.59 to 4.78) Pg C in 1980 to 3.40(2.39 to 4.62) Pg C in 2010. Increment of SOC storage during this period was 370 Tg C, with an uncertainty interval of –440 to 1110 Tg C. The regional disparities of SOC changes reached a significant level, with considerable SOC accumulation in the Huang-Huai-Hai Plain of China and SOC loss in the northeastern China. The SOC lost from Meadow soils, Black soils and Chernozems was most severe, whilst SOC accumulation in Fluvo-aquic soils, Cinnamon soils and Purplish soils was most significant. In modelling large-scale SOC dynamics, the initial soil properties were major sources of uncertainty. Hence, more detailed information concerning the soil properties must be collected. The SOC stock of Chinese uplands in 2010 was still relatively low, manifesting that recommended agricultural management practices in conjunction with effectively economic and policy incentives to farmers for soil fertility improvement were indispensable for future carbon sequestration in these regions.