Breaks in persistence in fixed-T panel data
Year of publication: |
2021
|
---|---|
Authors: | Westerlund, Joakim ; Nordström, Marcus |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 205.2021, p. 1-3
|
Subject: | Panel data | Break in persistence | Explosive and unit root behaviors | Panel | Panel study | Zeitreihenanalyse | Time series analysis | Strukturbruch | Structural break | Einheitswurzeltest | Unit root test | Theorie | Theory |
-
Agiwal, Varun, (2020)
-
Structural breaks in panel data : large number of panels and short length time series
Antoch, Jaromír, (2019)
-
Missing values in panel data unit root tests
Karavias, Yiannis, (2022)
- More ...
-
Can Panel Data Really Improve the Predictability of the Monetary Exchange Rate Model?
Westerlund, Joakim, (2006)
-
Is there Really a Unit Root in the Inflation Rate? More Evidence from Panel Data Models
Basher, Syed A., (2006)
-
Panel Cointegration and the Monetary Exchange Rate Model
Basher, Syed A., (2008)
- More ...