A simple panel stationarity test in the presence of serial correlation and a common factor (Q433709): Difference between revisions
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| Property / Mathematics Subject Classification ID: 91B84 / rank | |||
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| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6053500 / rank | |||
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panel data | |||
| Property / zbMATH Keywords: panel data / rank | |||
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stationarity | |||
| Property / zbMATH Keywords: stationarity / rank | |||
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KPSS test | |||
| Property / zbMATH Keywords: KPSS test / rank | |||
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cross-sectional dependence | |||
| Property / zbMATH Keywords: cross-sectional dependence / rank | |||
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common factor | |||
| Property / zbMATH Keywords: common factor / rank | |||
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Revision as of 23:29, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simple panel stationarity test in the presence of serial correlation and a common factor |
scientific article |
Statements
A simple panel stationarity test in the presence of serial correlation and a common factor (English)
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6 July 2012
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panel data
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stationarity
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KPSS test
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cross-sectional dependence
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common factor
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