Panel unit root tests in the presence of a multifactor error structure
Year of publication: |
Dec. 2007
|
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Other Persons: | Pesaran, M. Hashem (contributor) ; Smith, L. Vanessa (contributor) ; Yamagata, Takashi (contributor) |
Publisher: |
Bonn : IZA |
Subject: | Panel | Panel study | Einheitswurzeltest | Unit root test | Monte-Carlo-Simulation | Monte Carlo simulation | Faktorenanalyse | Factor analysis | Theorie | Theory |
Extent: | Online-Ressource, 54 S., Tex |
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Series: | Discussion paper series / IZA. - Bonn : IZA, ZDB-ID 2120053-1. - Vol. 3254 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat reader |
Other identifiers: | hdl:10419/35207 [Handle] |
Classification: | C12 - Hypothesis Testing |
Source: | ECONIS - Online Catalogue of the ZBW |
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