Quantile unit root inference for panel data with common shocks
Jisheng Yang, Jinbao Wei, Biqing Cai
| Year of publication: |
2022
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|---|---|
| Authors: | Yang, Jisheng ; Wei, Jinbao ; Cai, Biqing |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 219.2022, p. 1-4
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| Subject: | Common shocks | Panel data | Purchasing power parity | Quantile regression | Unit root test | Panel | Panel study | Einheitswurzeltest | Kaufkraftparität | Schock | Shock | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2022.110809 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013470951