Beyond panel unit root tests: using multiple testing to determine the nonstationarity properties of individual series in a panel
type: Item
instance of: scholarly article
title: Beyond panel unit root tests: using multiple testing to determine the nonstationarity properties of individual series in a panel
zbMATH Open document ID: 1443.62231
author: Benoit Perron
author: Hyungsik Roger Moon
published in: Journal of Econometrics
publication date: 2017-05-12T00:00:00Z
full work available at URL: 2011s-17.pdf
full work available at URL: S0304407612000097
Mathematics Subject Classification ID: 62M07
Mathematics Subject Classification ID: 62J15
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6714713
zbMATH Keywords: false discovery rate
zbMATH Keywords: multiple testing
zbMATH Keywords: unit root tests
zbMATH Keywords: panel data
zbMATH Keywords: bootstrap
MaRDI profile type: Publication
OpenAlex ID: W3121144734
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DOI: 10.1016/J.JECONOM.2012.01.008
description: scientific article; zbMATH DE number 6714713