Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non Stationarity Properties of Individual Series in a Panel
Year of publication: |
2011-02-01
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Authors: | Moon, Hyungsik Roger ; Perron, Benoit |
Institutions: | Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) |
Subject: | False discovery rate | multiple testing | unit root tests | panel data |
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