Narrow search
Showing 1 - 5 of 5
Cover Image
Testing for a unit root in panels with dynamic factors
Moon, Hyungsik Roger; Perron, Benoit - In: Journal of econometrics 122 (2004) 1, pp. 81-126
Persistent link: https://www.econbiz.de/10002136502
Cover Image
Testing for a unit root in panels with dynamic factors
Moon, Hyungsik Roger (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947352
Cover Image
Testing for a Unit Root in Panels with Dynamic Factors
Moon, Hyungsik Roger; Perron, Benoit - 2013
This paper studies testing for a unit root for large n and T panels in which the cross-sectional units are correlated. To model this cross-sectional correlation, we assume that the data is generated by an unknown number of unobservable common factors. We propose unit root tests in this...
Persistent link: https://www.econbiz.de/10014121570
Cover Image
Appendix : Omitted Proofs of 'Testing for a Unit Root in Panels with Dynamic Factors'
Moon, Hyungsik Roger; Perron, Benoit - 2013
Persistent link: https://www.econbiz.de/10014085834
Cover Image
Testing for a Unit Root in Panels with Dynamic Factors
Moon, Hyungsik Roger; Perron, Benoit - 2013
This paper studies testing for a unit root for large n and T panels in which the cross-sectional units are correlated. To model this cross-sectional correlation, we assume that the data is generated by an unknown number of unobservable common factors. We propose unit root tests in this...
Persistent link: https://www.econbiz.de/10014085837