Panel unit root tests under cross section dependence with recursive mean adjustment (Q1046271): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1016/j.econlet.2009.06.023 / rank | |||
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| Property / OpenAlex ID: W2105600489 / rank | |||
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| Property / cites work: Determining the Number of Factors in Approximate Factor Models / rank | |||
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| Property / cites work: Q5475042 / rank | |||
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| Property / cites work: recursive Mean Adjustment for Unit Root Tests / rank | |||
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| Property / cites work: Recursive mean adjustment for panel unit root tests / rank | |||
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| Property / cites work: Recursive mean adjustment in time-series inferences / rank | |||
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Latest revision as of 08:24, 2 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Panel unit root tests under cross section dependence with recursive mean adjustment |
scientific article |
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Panel unit root tests under cross section dependence with recursive mean adjustment (English)
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21 December 2009
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recursive detrending
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dynamic factors
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panel unit root test
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covariate unit root test
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cross section dependence
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