Panel unit root tests under cross section dependence with recursive mean adjustment (Q1046271)
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scientific article; zbMATH DE number 5650966
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Panel unit root tests under cross section dependence with recursive mean adjustment |
scientific article; zbMATH DE number 5650966 |
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Panel unit root tests under cross section dependence with recursive mean adjustment (English)
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21 December 2009
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recursive detrending
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dynamic factors
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panel unit root test
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covariate unit root test
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cross section dependence
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