A simple panel stationarity test in the presence of serial correlation an a common factor
Year of publication: |
2012
|
---|---|
Authors: | Hadri, Kaddour ; Kurozumi, Eiji |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 115.2012, 1, p. 31-34
|
Subject: | Panel | Panel study | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Autokorrelation | Autocorrelation |
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