Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application (Q3161681): Difference between revisions
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Revision as of 09:58, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application |
scientific article |
Statements
Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application (English)
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15 October 2010
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cross-section dependence
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efficient markets hypothesis
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factor models
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finite sample properties
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panel data
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unit root tests
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