Taking a new contour: a novel approach to panel unit root tests

DOI10.1016/j.jeconom.2012.01.013zbMath1443.62226OpenAlexW1992967371MaRDI QIDQ527966

Yoosoon Chang

Publication date: 12 May 2017

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://www.sciencedirect.com/science/article/pii/S0304407612000140

zbMATH Keywords

bootstrappanel unit root testCauchy estimatorequi-squared-sum contournonlinear IV methodology

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Non-Markovian processes: hypothesis testing (62M07) Asymptotic properties of parametric tests (62F05)

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