Pooled Unit Root Tests in Panels with a Common Factor
Författare
Avdelning/ar
Publiceringsår
2005
Språk
Engelska
Publikation/Tidskrift/Serie
Working Papers. Department of Economics, Lund University
Issue
9
Fulltext
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Länkar
Dokumenttyp
Working paper
Förlag
Department of Economics, Lund University
Ämne
- Economics
Nyckelord
- Pooled Unit Root Tests
- panel data
- Common Factor
- Cross-Sectional Dependence
- Monte Carlo Simulation
Status
Published