A robust sign test for panel unit roots under cross sectional dependence
DOI10.1016/j.csda.2008.11.020zbMath1452.62679OpenAlexW2021436383MaRDI QIDQ961277
Soo Jung Park, Dong Wan Shin, Man-Suk Oh
Publication date: 30 March 2010
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2008.11.020
Applications of statistics to economics (62P20) Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07) Asymptotic properties of parametric tests (62F05)
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Cites Work
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