Testing for unit roots usign panel data. Application to the French stock market efficiency

DOI10.1016/0165-1765(91)90246-HzbMATH Open0729.62642OpenAlexW2099832056MaRDI QIDQ806930FDOQ806930

Authors Rachid Boumahdi, Alban Thomas

Publication date 1991

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1765(91)90246-h

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84) Economic growth models (91B62)

Cites work

• scientific article; zbMATH DE number 3984433 (Why is no real title available?)
• Estimation of Dynamic Models with Error Components
• Formulation and estimation of dynamic models using panel data
• Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root

Cited in

(1)

• Efficiency of the Turkish stock exchange with respect to monetary variables: A cointegration analysis

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