Panel unit root tests in the presence of a multifactor error structure
M. Hashem Pesaran; L. Vanessa Smith; Takashi Yamagata
| Year of publication: |
2013
|
|---|---|
| Authors: | Pesaran, M. Hashem ; Smith, L. Vanessa ; Yamagata, Takashi |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 175.2013, 2, p. 94-115
|
| Subject: | Einheitswurzeltest | Unit root test | Panel | Panel study | Theorie | Theory | Faktorenanalyse | Factor analysis | Monte-Carlo-Simulation | Monte Carlo simulation |
| 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://ebvufind01.dmz1.zbw.eu/10009764422