Nonparametric rank tests for non-stationary panels

Peter L. Pedroni; Timothy J. Vogelsang; Martin Wagner; Joakim Westerlund

Year of publication:	2015
Authors:	Pedroni, Peter Louis ; Vogelsang, Timothy J. ; Wagner, Martin ; Westerlund, Joakim
Published in:	Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 185.2015, 2, p. 378-391
Subject:	Cointegration \| Cross-sectional dependence \| Nonparametric rank tests \| Time series panel \| Unit roots \| Kointegration \| Einheitswurzeltest \| Unit root test \| Panel \| Panel study \| Nichtparametrisches Verfahren \| Nonparametric statistics \| Theorie \| Theory \| Zeitreihenanalyse \| Time series analysis

Check Google Scholar |

More access options

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10011349024

A service of the