Bootstrap unit root tests in panels with cross-sectional dependency

DOI10.1016/S0304-4076(03)00214-8zbMath1282.62191MaRDI QIDQ2439060

Yoosoon Chang

Publication date: 7 March 2014

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

unit root testssieve bootstrapAR approximationpanels with cross-sectional dependency

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bootstrap, jackknife and other resampling methods (62F40) Economic time series analysis (91B84) Non-Markovian processes: hypothesis testing (62M07)

Related Items (43)

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Cites Work

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