Panel unit root tests in the presence of cross-sectional dependencies : comparison and implications for modelling
| Year of publication: |
2010
|
|---|---|
| Authors: | Gengenbach, Christian ; Palm, Franz C. ; Urbain, Jean-Pierre |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 29.2010, 2, p. 111-145
|
| Subject: | Panel | Panel study | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Theorie | Theory |
-
Maxand, Simone, (2017)
-
Akker, Ramon van den, (2023)
-
Testing for Purchasing Power Parity in Co-integrated Panels
Österholm, Pär, (2008)
- More ...
-
Panel cointegration testing in the presence of common factors
Gengenbach, Christian, (2005)
-
Cointegration testing in panels with common factors
Gengenbach, Christian, (2006)
-
Gengenbach, Christian, (2004)
- More ...