Finite-sample distribution of a recursively mean-adjusted panel data unit root test

ISSN： 0094-9655

Source： Journal of Statistical Computation and Simulation, Vol.77, Iss.4, 2007-01, pp. : 293-303

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Finite-sample properties of the adjusted empirical likelihood

By Chen Jiahua Huang Yi

Journal of Nonparametric Statistics, Vol. 25, Iss. 1, 2013-03 ,pp. : 147-159

Taylor & Francis Ltd

Access to resources Recommend Favorite

The accuracy of normal approximation in a heterogeneous panel data unit root test

By Jönsson Kristian

Statistical Papers, Vol. 49, Iss. 3, 2008-07 ,pp. : 565-579

Springer Publishing Company

Access to resources Recommend Favorite

The Finite-Sample Performance of White's Test for Heteroskedasticity Under Stochastic Regressors

By Hodoshima Jiro Ando Masakazu

Communications in Statistics: Simulation and Computation, Vol. 36, Iss. 6, 2007-11 ,pp. : 1201-1215

Taylor & Francis Ltd

Access to resources Recommend Favorite

Double unit root tests for cross-sectionally dependent panel data

By Shin Dong Wan Jung Yoon Young Oh Man-Suk

Journal of Applied Statistics, Vol. 35, Iss. 11, 2008-01 ,pp. : 1305-1321

Taylor & Francis Ltd

Access to resources Recommend Favorite

A finite-sample sensitivity analysis of the Dickey–Fuller test under local-to-unity detrending

By Cook Steven

Journal of Applied Statistics, Vol. 33, Iss. 2, 2006-03 ,pp. : 233-240

Taylor & Francis Ltd

Access to resources Recommend Favorite