Identifying stationary series in panels : a Monte Carlo evaluation of sequential panel selection methods
Mauro Costantini, Claudio Lupi
| Year of publication: |
January 2016
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|---|---|
| Authors: | Costantini, Mauro ; Lupi, Claudio |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 138.2016, p. 9-14
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| Subject: | Panel unit root | Monte Carlo | pp value distribution | ROC curve | Theorie | Theory | Monte-Carlo-Simulation | Monte Carlo simulation | Panel | Panel study | Einheitswurzeltest | Unit root test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2015.11.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011615336