𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Unit root tests on real wage panel data for the G7

✍ Scribed by Adrian R. Fleissig; Jack Strauss


Book ID
117333149
Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
44 KB
Volume
56
Category
Article
ISSN
0165-1765

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Unit root tests for panel data
✍ In Choi πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 103 KB
More powerful panel data unit root tests
✍ L. Vanessa Smith; Stephen Leybourne; Tae-Hwan Kim; Paul Newbold πŸ“‚ Article πŸ“… 2004 πŸ› John Wiley and Sons 🌐 English βš– 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

Are real exchange rates stationary based
✍ Jyh-Lin Wu; Show-Lin Chen πŸ“‚ Article πŸ“… 1999 πŸ› John Wiley and Sons 🌐 English βš– 151 KB

Recently, there have been many studies that apply the panel unit-root test of to support the validity of long-run purchasing power parity (PPP) for industrial countries. This paper applies two recently developed panel unit-root tests, provided by Im et al. (1995) and , respectively, to re-examine t