Panel LM unit root tests with level and trend shifts
Junsoo Lee, Margie Tieslau
| Year of publication: |
2019
|
|---|---|
| Authors: | Lee, Junsoo ; Tieslau, Margie A. |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 80.2019, p. 1-10
|
| Subject: | LM test | Panel unit root tests | Structural breaks | Trend breaks | Einheitswurzeltest | Unit root test | Strukturbruch | Structural break | Panel | Panel study | Zeitreihenanalyse | Time series analysis | OECD-Staaten | OECD countries | Schätzung | Estimation | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2017.11.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012199158