Significance test in nonstationary logit panel model with serially correlated dependent variable
Chia-Shang J. Chu, Nan Liu, Lina Zhang
| Year of publication: |
October 2017
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|---|---|
| Authors: | Chu, Chia-shang James ; Liu, Nan ; Zhang, Lina |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 159.2017, p. 37-41
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| Subject: | Nonstationary panel logit | Serial correlation | Significance test | Panel | Panel study | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Logit-Modell | Logit model | Zeitreihenanalyse | Time series analysis | Korrelation | Correlation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2017.07.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011902882