Beyond panel unit root tests : using multiple testing to determine the nonstationarity properties of individual series in a panel
Year of publication: |
2012
|
---|---|
Authors: | Moon, Hyungsik Roger ; Perron, Benoit |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 169.2012, 1, p. 29-33
|
Subject: | Einheitswurzeltest | Unit root test | Panel | Panel study | Theorie | Theory | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis | Monte-Carlo-Simulation | Monte Carlo simulation |
-
Stationarity tests in heterogeneous panels
Yin, Yong, (2001)
-
Moon, Hyungsik Roger, (2011)
-
Long run, seasonal and cyclical long memory in macroeconomic time series
Candelon, Bertrand, (2003)
- More ...
-
Moon, Hyungsik Roger, (2000)
-
Incidental trends and the power of panel unit root tests
Moon, Hyungsik Roger, (2003)
-
Moon, Hyungsik Roger, (2004)
- More ...