Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency
Year of publication: |
2000-03
|
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Authors: | Chang, Yoosoon |
Institutions: | Cowles Foundation for Research in Economics, Yale University |
Subject: | Panels with cross-sectional dependency | unit root tests | sieve bootstrap | AR approximation |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The price is None Number 1251 40 pages |
Classification: | C12 - Hypothesis Testing ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C32 - Time-Series Models ; C33 - Models with Panel Data |
Source: |
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