Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence
Year of publication: |
2007
|
---|---|
Authors: | Otero, Jesús G. ; Smith, Jeremy ; Giulietti, Monica |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 97.2007, 2, p. 179-184
|
Subject: | Panel | Panel study | Monte-Carlo-Simulation | Monte Carlo simulation | Einheitswurzeltest | Unit root test | Theorie | Theory |
-
Lau, Chi Keung, (2012)
-
On the power and interpretation of panel unit root tests
Karlsson, Sune, (2000)
-
A panel data test for mean reversion using ranndomization [randomization]
Schaller, Huntley, (1993)
- More ...
-
Testing for seasonal unit roots in heterogeneous panels
Otero, Jesús G., (2004)
-
Testing for stationarity in heterogeneous panel data in the presence of cross section dependence
Giulietti, Monica, (2006)
-
Giulietti, Monica, (2008)
- More ...