LM-type tests for idiosyncratic and common unit roots in the exact factor model with AR(1) dynamics
Martin Solberger; Xingwu Zhou
| Year of publication: |
2013
|
|---|---|
| Authors: | Solberger, Martin ; Zhou, Xingwu |
| Publisher: |
Maastricht |
| Subject: | Panel unit root | Dynamic factors | Maximum likelihood | Lagrange multiplier | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Panel | Panel study | Faktorenanalyse | Factor analysis |
| Extent: | Online-Ressource (27 S.) |
|---|---|
| Series: | GSBE research memoranda. - Maastricht : [Verlag nicht ermittelbar], ISSN 2666-8807, ZDB-ID 2714297-8. - Vol. 13/059 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Classification: | C12 - Hypothesis Testing ; C23 - Models with Panel Data |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010199464