A lagrange multiplier-type test for idiosyncratic unit roots in the exact factor model under misspecification
Xingwu Zhou; Martin Solberger
| Year of publication: |
2013
|
|---|---|
| Authors: | Zhou, Xingwu ; Solberger, Martin |
| Publisher: |
Maastricht |
| Subject: | Panel unit root | Dynamic factors | Maximum likelihood | Lagrange multiplier | Einheitswurzeltest | Unit root test | Panel | Panel study | Zeitreihenanalyse | Time series analysis | Faktorenanalyse | Factor analysis | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Schätztheorie | Estimation theory |
| Extent: | Online-Ressource (31 S.) |
|---|---|
| Series: | GSBE research memoranda. - Maastricht : [Verlag nicht ermittelbar], ISSN 2666-8807, ZDB-ID 2714297-8. - Vol. 13/058 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Classification: | C12 - Hypothesis Testing ; C23 - Models with Panel Data |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010199465