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Truncated Product Methods for Panel Unit Root Tests()
This paper proposes two new panel unit root tests based on Zaykin et al. (2002)’s truncated product method. The first one assumes constant correlation between p-values and the second one uses sieve bootstrap to allow for general forms of cross-section dependence in the panel units. Monte Carlo simul...
Tallennettuna:
| Päätekijät: | , |
|---|---|
| Aineistotyyppi: | Artigo |
| Kieli: | Inglês |
| Julkaistu: |
2012
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| Aiheet: | |
| Linkit: | https://ncbi.nlm.nih.gov/pmc/articles/PMC3711747/ https://ncbi.nlm.nih.gov/pubmed/23869116 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1111/j.1468-0084.2012.00705.x |
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