The effect of recursive detrending on panel unit root tests
Joakim Westerlund
| Year of publication: |
2015
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|---|---|
| Authors: | Westerlund, Joakim |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 185.2015, 2, p. 453-467
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| Subject: | Unit root test | Panel data | Deterministic trend | Polynomial trend function | Recursive detrending | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Schätztheorie | Estimation theory | Panel | Panel study | Metallmarkt | Metal market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011348966