The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study
Year of publication: |
2005
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Authors: | Hlouskova, Jaroslava ; Wagner, Martin |
Institutions: | Department of Economics, European University Institute |
Subject: | Panel Unit Root Test | Panel Stationarity Test | Size | Power | Simulation Study |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | The text is part of a series European University Institute Working Papers Number ECO2005/05 |
Classification: | C12 - Hypothesis Testing ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C23 - Models with Panel Data |
Source: |
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Hlouskova, Jaroslava, (2005)
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Hlouskova, Jaroslava, (2006)
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