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Beyond Panel Unit Root Tests : Using Multiple Testing to Determine the Non-Stationarity Properties of Individual Series in a Panel
MOON, H.R.; PERRON, Benoit - Centre Interuniversitaire de Recherche en Économie … - 2010
Most panel unit root tests are designed to test the joint null hypothesis of a unit root for each individual series in a panel. After a rejection, it will often be of interest to identify which series can be deemed to be stationary and which series can be deemed nonstationary. Researchers will...
Persistent link: https://www.econbiz.de/10008617050
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Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non Stationarity Properties of Individual Series in a Panel
MOON, Hyungsik Roger; PERRON, Benoit - Département de Sciences Économiques, Université de … - 2010
Most panel unit root tests are designed to test the joint null hypothesis of a unit root for each individual series in a panel. After a rejection, it will often be of interest to identify which series can be deemed to be stationary and which series can be deemed nonstationary. Researchers will...
Persistent link: https://www.econbiz.de/10008679142