Tests for asymmetry in possibly nonstationary dynamic panel models

DOI10.1016/j.econlet.2005.09.012zbMath1255.62382MaRDI QIDQ1929071

Won-Chul Jhee, Dong Wan Shin

Publication date: 7 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2005.09.012

zbMATH Keywords

unit root test; Gaussian asymptotics; instrumental variable estimation

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62E20: Asymptotic distribution theory in statistics

62F03: Parametric hypothesis testing

65C05: Monte Carlo methods

Related Items

Unit root tests for panel MTAR model with cross-sectionally dependent error

Cites Work

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• Dynamic panel estimation and homogeneity testing under cross section dependence
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