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Time-specific disturbances and cross-sectional dependency in a small-sample heterogeneous panel data unit root test

Jönsson, Kristian - In: Applied economics 38 (2006) 11, pp. 1309-1317

Persistent link: https://www.econbiz.de/10003340433

A robust test for multivariate normality

Jönsson, Kristian - In: Economics letters 113 (2011) 2, pp. 199-201

Persistent link: https://www.econbiz.de/10009375551

Cross-sectional dependency and size distortion in a small-sample homogeneous panel data unit root test

Jönsson, Kristian - In: Oxford bulletin of economics and statistics 67 (2005) 3, pp. 369-392

Persistent link: https://www.econbiz.de/10002845629

Cross-sectional dependency and size distortion in a small-sample homogenous panel-data unit root test

Jönsson, Kristian (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001769864

Real-time US GDP gap properties using Hamilton’s regression-based filter

Jönsson, Kristian - In: Empirical economics : a journal of the Institute for … 59 (2020) 1, pp. 307-314

Persistent link: https://www.econbiz.de/10012253213

Restricted Hodrick-Prescott filtering in a state-space framework

Jönsson, Kristian - In: Empirical economics : a journal of the Institute for … 53 (2017) 3, pp. 1243-1251

Persistent link: https://www.econbiz.de/10011893027

Bank crises in emerging markets and the optimal government bailout policy

Bems, Rudolf; Jönsson, Kristian - 2003

Persistent link: https://www.econbiz.de/10010281366

Bank crises in emerging markets and the optimal government bailout policy

Bems, Rudolf (contributor); Jönsson, Kristian (contributor) - 2003 - [Elektronische Ressource], Rev. October 8, 2004

Persistent link: https://www.econbiz.de/10001729364

Cross-Sectional Dependency and Size Distortion in a Small-Sample Homogeneous Panel Data Unit Root Test

Jönsson, Kristian - 2005

In this paper, we investigate the effects of cross-sectional disturbance correlation in a homogeneous panel data unit root test. As reported by other authors, the unit root test has incorrect size in the presence of cross-sectional correlation. We suggest that a previously known estimator can be...

Persistent link: https://www.econbiz.de/10014064786