Modified CADF and CIPA panel unit root statistics with standard CHI-squared and normal limiting distributions
Joakim Westerlund and Mehdi Hosseinkouchack
| Year of publication: |
June 2016
|
|---|---|
| Authors: | Westerlund, Joakim ; Hosseinkouchack, Mehdi |
| Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 78.2016, 3, p. 347-364
|
| Subject: | Einheitswurzeltest | Unit root test | Stetige Verteilung | Continuous distribution | Normalverteilung | Normal distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/obes.12127 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011494818