Dynamic factor extraction of cross-sectional dependence in panel unit root tests
George Kapetanios
| Year of publication: |
2007
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|---|---|
| Authors: | Kapetanios, George |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 22.2007, 2, p. 313-338
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| Subject: | Theorie | Theory | Einheitswurzeltest | Unit root test | Panel | Panel study | Faktorenanalyse | Factor analysis | Zustandsraummodell | State space model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003455448