A Panel Unit Root Test with Good Power in Small Samples

DOI10.1080/07474930802458620zbMath1172.62026MaRDI QIDQ3183722

Claude Lopez

Publication date: 21 October 2009

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474930802458620

zbMATH Keywords

tables; panel unit root test; bootstrap test; GLS-detrending

Mathematics Subject Classification ID

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

62P05: Applications of statistics to actuarial sciences and financial mathematics

62F40: Bootstrap, jackknife and other resampling methods

65C05: Monte Carlo methods

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Cites Work

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