Testing for unit roots in dynamic panels with smooth breaks and cross-sectionally dependent errors
Year of publication: |
2018
|
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Authors: | Omay, Tolga ; Hasanov, Mübariz ; Shin, Yongcheol |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 52.2018, 1, p. 167-193
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Subject: | Bootstrap | Common correlated estimator | Cross-section dependence | Panel unit root tests | Slow moving trends | Einheitswurzeltest | Unit root test | Panel | Panel study | Bootstrap-Verfahren | Bootstrap approach | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Korrelation | Correlation |
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