Robust panel unit root tests for cross-sectionally dependent multiple time series

DOI10.1016/j.csda.2010.02.011zbMath1284.62571OpenAlexW1995644166MaRDI QIDQ2445736

Dong Wan Shin, Sangun Park

Publication date: 14 April 2014

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2010.02.011

zbMATH Keywords

panel unit root testpurchasing power parityM-estimation

Mathematics Subject Classification ID

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

Cites Work

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• UNIT ROOT TESTS BASED ON ADAPTIVE MAXIMUM LIKELIHOOD ESTIMATION
• Robust Statistics
• Robust Statistics
• An invariant sign test for random walks based on recursive median adjustment

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