A Lagrange multiplier-type test for idiosyncratic unit roots in the exact factor model (Q2954302)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6674204
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A Lagrange multiplier-type test for idiosyncratic unit roots in the exact factor model |
scientific article; zbMATH DE number 6674204 |
Statements
A Lagrange Multiplier-Type Test for Idiosyncratic Unit Roots in the Exact Factor Model (English)
0 references
12 January 2017
0 references
panel unit root
0 references
dynamic factors
0 references
maximum likelihood
0 references
Lagrange multiplier
0 references
0 references
0 references
0 references
0.9122176766395568
0 references
0.902401328086853
0 references
0.7951432466506958
0 references
0.7916291952133179
0 references
0.7866067886352539
0 references
