Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel
Year of publication: |
2012
|
---|---|
Authors: | Moon, H.R. ; Perron, B. |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 169.2012, 1, p. 29-33
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Publisher: |
Elsevier |
Subject: | False discovery rate | Multiple testing | Unit root tests | Panel data | Bootstrap |
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