Testing for unit roots in dynamic panels with smooth breaks and cross-sectionally dependent errors
Tolga Omay, Mübariz Hasanov, Yongcheol Shin
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-017-9667-7 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012052928