A Monte Carlo comparison of panel unit root tests under factor structure
Year of publication: |
2013
|
---|---|
Authors: | Lin, J. H. ; Hu, Yi ; Wang, M. J. ; Xia, X. H. |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 20.2013, 1/3, p. 288-291
|
Subject: | Einheitswurzeltest | Unit root test | Panel | Panel study | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
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