Otilia Boldea, Bettina Drepper, and Zhuojiong Gan, "Change Point
Estimation in Panel Data with Time-Varying Individual Effects",
Journal of Applied Econometrics, Vol. 35, No. 6, 2020, pp. 712-727.

The zip file bdg-files.zip contains the datasets used in the two
applications as well as the matlab files generating the simulation
results, organized into three folders. All files are ASCII files in
DOS format. Unix/Linux users should use "unzip -a".

Here is a list of all files in each folder:


DIRECTORY 1: simulation

simulations_main.m
Matlab file that performs all simulations and estimations and
generates all figures and tables reported in the paper and in the
response to the Referees.

simulate_panelmultibreak.m    
Performs simulations and estimation of number, location of change
points and computes FE and FFE slope estimates. 

datagen_panelmultibreak.m
Simulates panel data with (multiple) change points

est_numbbreaks_pls.m
Estimates the number and location of change points

est_beta_panelmultibreak.m
Estimates slope coefficients using FE and FFE

Further auxiliary functions:
latexTable.m
array_to_latex_table.m
putbrackets.m
number_to_string.m
within_transform.m
compute_ssr.m
make_histogram.m
number_to_string_int.m
diagonal_partition_multi.m


DIRECTORY 2: kuznets_curve

environm_kuznets_curve.m
Main Matlab file; generates estimation output table in paper.

WBDI_Pop.csv
WBDI_Pop.csv contains a yearly panel data of population on 258
countries in 51 years, from 1960 to 2010, from which we extracted a
balanced panel of 106 countries in 19 years, from 1992 to 2010 with
the code provided in environm_kuznets_curve.m. Countries with
population less than five million and countries with missing
observations are not used in our analysis.

WBDI_Epc.csv
WBDI_Epc.csv contains per capita consumption of energy measured in
kilogram of oil equivalent, and has the same format and the number of
observations as WBDI_Pop.csv

WBDI_GDPPC.csv
WBDI_GDPPC.csv contains per capita real gross domestic product in 2000
USD, and has the same format and the number of observations as
WBDI_Pop.csv

WBDI_CO2pc.csv
WBDI_CO2pc.csv contains per capita CO2 emissions in metric tones, and
has the same format and the number of observations as WBDI_Pop.csv


DIRECTORY 3: hexp

house_price_expectations.m
Matlab file; generates estimation output table in paper.

hexp.csv
hexp.csv contains data from a quarterly survey on 216 U.S. households
to study house price expectations in the aftermath of the subprime
mortgage crisis, from the first quarter of 2009 to the second quarter
of 2013 (18 periods). Thus the file contains 3889 lines, headline
included. A detailed description of the 15 covariates used can be
found in the Online Appendix, Section D.

import_csvdata_hexp.m
Matlab file called by house_price_expectations.m (imports file
hexp.csv)

The data and code take up around 949KB when unpacked.