Point-optimal panel unit root tests with serially correlated errors
Hyungsik Roger Moon, Benoit Perron and Peter C. B. Phillips
| Year of publication: |
2014
|
|---|---|
| Authors: | Moon, Hyungsik Roger ; Perron, Benoit ; Phillips, Peter C. B. |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 17.2014, 3, p. 338-372
|
| Subject: | Bias correction | Incidental trends | Long-run variance | Point-optimal test | Serial dependence | Einheitswurzeltest | Unit root test | Schätztheorie | Estimation theory | Systematischer Fehler | Bias | Zeitreihenanalyse | Time series analysis | Panel | Panel study |
| 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://www.econbiz.de/10010498715