Mean group tests for stationarity in heterogeneous panels
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Publication:5469922
DOI10.1111/j.1368-423X.2006.00179.xzbMath1088.62106MaRDI QIDQ5469922
Publication date: 26 May 2006
Published in: The Econometrics Journal (Search for Journal in Brave)
Monte Carlo simulationstationarityunit rootsheterogeneous panelsfinite sample adjustmentjoint asymptotic theorymean group tests
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Monte Carlo methods (65C05) Sequential statistical analysis (62L10)
Related Items (3)
A simple panel stationarity test in the presence of serial correlation and a common factor ⋮ Testing for stationarity in large panels with cross-dependence, and US evidence on unit labor cost ⋮ COMPUTING LIMITING LOCAL POWERS AND POWER ENVELOPES OF PANEL MA UNIT ROOT TESTS AND STATIONARITY TESTS
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