Identifying stationary series in panels : a Monte Carlo evaluation of sequential panel selection methods
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
|
Subject: | Panel unit root | Monte Carlo | pp value distribution | ROC curve | Monte-Carlo-Simulation | Monte Carlo simulation | Panel | Panel study | Einheitswurzeltest | Unit root test | Theorie | Theory |
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