A simple panel stationarity test in the presence of serial correlation and a common factor (Q433709)
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scientific article; zbMATH DE number 6053500
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| default for all languages | No label defined |
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| English | A simple panel stationarity test in the presence of serial correlation and a common factor |
scientific article; zbMATH DE number 6053500 |
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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0.8575353622436523
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0.8499075174331665
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0.8375577926635742
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0.8328344225883484
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