Covariate unit root test for cross-sectionally dependent panel data
Year of publication: |
2012
|
---|---|
Authors: | Kurozumi, Eiji ; Yamazaki, Daisuke ; Hadri, Kaddour |
Publisher: |
Kunitachi : Hitotsubashi Univ., Research Unit for Statistical and Empirical Analysis in Social Sciences (Hi-Stat) |
Subject: | Einheitswurzeltest | Unit root test | Panel | Panel study | Korrelation | Correlation |
-
Detecting multiple factors in panel data : an application on the growth of local regions in China
Chen, W. D., (2016)
-
Is OECD real per capita GDP trend of difference stationary? : Evidence from panel unit root tests
Fleissig, Adrian R., (1999)
-
Testing for a unit root in panels with dynamic factors
Moon, Hyungsik Roger, (2004)
- More ...
-
Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data
Kurozumi, Eiji, (2012)
-
Hadri, Kaddour, (2015)
-
Improving the Finite Sample Performance of Tests for a Shift in Mean
YAMAZAKI, Daisuke, (2014)
- More ...