Panel unit root tests under cross section dependence with recursive mean adjustment
type: Item
instance of: scholarly article
title: Panel unit root tests under cross section dependence with recursive mean adjustment
zbMATH Open document ID: 1181.62146
author: Donggyu Sul
published in: Economics Letters
publication date: 2009-12-21T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 5650966
zbMATH Keywords: recursive detrending
zbMATH Keywords: dynamic factors
zbMATH Keywords: panel unit root test
zbMATH Keywords: covariate unit root test
zbMATH Keywords: cross section dependence
MaRDI profile type: Publication
full work available at URL: j.econlet.2009.06.023
OpenAlex ID: W2105600489
cites work: Determining the Number of Factors in Approximate Factor Models
cites work: Q5475042
cites work: Recursive mean adjustment for unit root tests
cites work: Recursive mean adjustment for panel unit root tests
cites work: Recursive mean adjustment in time-series inferences
DOI: 10.1016/J.ECONLET.2009.06.023
description: scientific article; zbMATH DE number 5650966