Panel unit root tests under cross section dependence with recursive mean adjustment
From MaRDI portal
Publication:1046271
DOI10.1016/j.econlet.2009.06.023zbMath1181.62146OpenAlexW2105600489MaRDI QIDQ1046271
Publication date: 21 December 2009
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2009.06.023
dynamic factorspanel unit root testcross section dependencecovariate unit root testrecursive detrending
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05)
Related Items (4)
Detrending Bootstrap Unit Root Tests ⋮ Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling ⋮ Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors ⋮ The effect of recursive detrending on panel unit root tests
Cites Work
This page was built for publication: Panel unit root tests under cross section dependence with recursive mean adjustment