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Bootstrap unit root tests in panels with cross-sectional dependency - MaRDI portal

Bootstrap unit root tests in panels with cross-sectional dependency (Q2439060)

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scientific article
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English
Bootstrap unit root tests in panels with cross-sectional dependency
scientific article

    Statements

    title
    Bootstrap unit root tests in panels with cross-sectional dependency (English)
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    author
    Yoosoon Chang
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    publication date
    7 March 2014
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    zbMATH Keywords
    panels with cross-sectional dependency
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    unit root tests
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    sieve bootstrap
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    AR approximation
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62M07
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    62F40
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    91B84
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    zbMATH DE Number
    6266308
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