Narrow search
Showing 1 - 4 of 4
Cover Image
ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER
Moon, H.R.; Perron, B.; Phillips, P.C.B. - In: Econometric theory 22 (2006) 6, pp. 1179-1190
Persistent link: https://www.econbiz.de/10007393742
Cover Image
Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel
Moon, H.R.; Perron, B. - In: Journal of econometrics 169 (2012) 1, pp. 29-34
Persistent link: https://www.econbiz.de/10009979009
Cover Image
ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER
Moon, H.R.; Perron, B.; Phillips, P.C.B. - In: Econometric Theory 22 (2006) 06, pp. 1179-1190
Persistent link: https://www.econbiz.de/10005411737
Cover Image
Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel
Moon, H.R.; Perron, B. - In: Journal of Econometrics 169 (2012) 1, pp. 29-33
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/10010574064