Dynamic factor extraction of cross-sectional dependence in panel unit root tests
Year of publication: |
2007
|
---|---|
Authors: | Kapetanios, George |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 22.2007, 2, p. 313-338
|
Subject: | Theorie | Theory | Einheitswurzeltest | Unit root test | Panel | Panel study | Faktorenanalyse | Factor analysis | Zustandsraummodell | State space model |
-
Dynamic factor extraction of cross-sectional dependence in panel unit root tests
Kapetanios, George, (2004)
-
Testing for unit roots in panel data using a wavelet ratio method
Li, Yushu, (2013)
-
An analysis of the time-varying behavior of the equilibrium velocity of money in the euro area
Camarero Olivas, Mariam, (2021)
- More ...
-
Estimating the rank of the spectral density matrix
Camba-Mendez, Gonzalo, (2004)
-
Forecasting euro area inflation using dynamic factor measures of underlying inflation
Camba-Méndez, Gonzalo, (2004)
-
A real time evaluation of Bank of England forecasts of inflation and growth
Groen, Jan J.J., (2009)
- More ...