A locally optimal test for no unit root in cross-sectionally dependent panel data
Year of publication: |
2011
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Authors: | Hadri, Kaddour ; Kurozumi, Eiji |
Published in: |
Hitotsubashi journal of economics. - Tokyo : [Verlag nicht ermittelbar], ISSN 0018-280X, ZDB-ID 224143-2. - Vol. 52.2011, 2, p. 165-184
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Subject: | Lagrange multiplier test | KwiatkowskiPhillipsSchmidtShin (KPSS) test | Statistischer Test | Statistical test | Einheitswurzeltest | Unit root test | Panel | Panel study | Theorie | Theory |
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