Shortfalls of panel unit root testing
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Publication:1927399
DOI10.1016/S0165-1765(03)00210-6zbMath1255.62384MaRDI QIDQ1927399
Publication date: 1 January 2013
Published in: Economics Letters (Search for Journal in Brave)
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Measures of association (correlation, canonical correlation, etc.) (62H20)
Related Items (3)
Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application ⋮ An analysis of inflation and interest rates. New panel unit root results in the presence of structural breaks ⋮ Testing economic convergence in non-stationary panel
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