✦ LIBER ✦

A simple nonstationary-volatility robust panel unit root test

✍ Scribed by Matei Demetrescu; Christoph Hanck

Book ID: 116423436
Publisher: Elsevier Science
Year: 2012
Tongue: English
Weight: 295 KB
Volume: 117
Category: Article
ISSN: 0165-1765
DOI: 10.1016/j.econlet.2012.04.067

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Robust tests for unit roots in heterogen

Robust tests for unit roots in heterogeneous panels

✍ Yu Jin Oh; Beong Soo So 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 109 KB

BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIE

BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY

✍ Cavaliere, Giuseppe; Taylor, A.M. Robert 📂 Article 📅 2007 🏛 Cambridge University Press 🌐 English ⚖ 220 KB

A simple panel unit root test in the pre

A simple panel unit root test in the presence of cross-section dependence

✍ M. Hashem Pesaran 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 372 KB 👁 1 views

## Abstract A number of panel unit root tests that allow for cross‐section dependence have been proposed in the literature that use orthogonalization type procedures to asymptotically eliminate the cross‐dependence of the series before standard panel unit root tests are applied to the transformed s

Simple panel unit root tests to detect c

Simple panel unit root tests to detect changes in persistence

✍ Mauro Costantini; Luciano Gutierrez 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 146 KB

Are currency devaluations effective? A p

Are currency devaluations effective? A panel unit root test

✍ Win Lin Chou; Chi-Chur Chao 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 52 KB

A Comparative Study of Unit Root Tests w

A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test

✍ G. S. Maddala; Shaowen Wu 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 202 KB