๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

BOOTSTRAPPING COVARIATE UNIT ROOT TESTS: AN APPLICATION TO INFLATION RATES

โœ Scribed by Cheng-Feng Lee; Ching-Chuan Tsong


Book ID
115214967
Publisher
John Wiley and Sons
Year
2012
Tongue
English
Weight
470 KB
Volume
65
Category
Article
ISSN
0307-3378

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


More powerful panel data unit root tests
โœ L. Vanessa Smith; Stephen Leybourne; Tae-Hwan Kim; Paul Newbold ๐Ÿ“‚ Article ๐Ÿ“… 2004 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 153 KB

## Abstract Unit root tests, seeking mean or trend reversion, are frequently applied to panel data. We show that more powerful variants of commonly applied tests are readily available. Moreover, power gains persist when the modifications are applied to bootstrap procedures that may be employed when