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A simple test of changes in mean in the possible presence of long-range dependence

✍ Scribed by Xiaofeng Shao


Book ID
111040193
Publisher
John Wiley and Sons
Year
2011
Tongue
English
Weight
716 KB
Volume
32
Category
Article
ISSN
0143-9782

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## 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