A simple panel unit-root test with smooth breaks in the presence of a multifactor error structure
Chingnun Lee, Jyh-Lin Wu and Lixiong Yang
| Year of publication: |
June 2016
|
|---|---|
| Authors: | Lee, Chingnun ; Wu, Jyh-lin ; Yang, Lixiong |
| Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 78.2016, 3, p. 365-393
|
| Subject: | Panel | Panel study | Einheitswurzeltest | Unit root test | Strukturbruch | Structural break | Faktorenanalyse | Factor analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/obes.12109 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011494823