Showing 1 - 10 of 25
Persistent link: https://www.econbiz.de/10011792561
Persistent link: https://www.econbiz.de/10011635572
Persistent link: https://www.econbiz.de/10011416153
Persistent link: https://www.econbiz.de/10011481712
Persistent link: https://www.econbiz.de/10012548785
Persistent link: https://www.econbiz.de/10012152869
In a recent study, Westerlund (Empir Econ 37:517–531, <CitationRef CitationID="CR37">2009</CitationRef>) shows that the performance of the popular LLC (Levin et al., J Econ 108:1–24, <CitationRef CitationID="CR22">2002</CitationRef>) panel unit root test depends critically on the choice of lag truncation used when correcting for serial correlation, and that it is only when this...</citationref></citationref>
Persistent link: https://www.econbiz.de/10010994462
Pesaran and Yamagata (Pesaran, M.H., Yamagata, T., Testing slope homogeneity in large panels, Journal of Econometrics 142, 50–93, 2008) propose a test for slope homogeneity in large panels, which has become very popular in the literature. However, the test cannot deal with the practically...
Persistent link: https://www.econbiz.de/10010729461
Persistent link: https://www.econbiz.de/10010641847
Persistent link: https://www.econbiz.de/10013328102